+288.8%
AB vs VT
+215.5%
+73.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +2.2% |
| 30D | -0.4% | -5.0% | +4.6% | +5.2% |
| 3M | -3.7% | -4.9% | +1.2% | +1.5% |
| 6M | -8.7% | -1.5% | -7.2% | -8.3% |
| YTD | -2.8% | +8.5% | -11.3% | -13.5% |
| 1Y | -5.7% | +11.4% | -17.1% | -18.7% |
| 3Y | +57.4% | +70.1% | -12.6% | -20.4% |
| 5Y | -7.3% | +53.7% | -61.0% | -46.4% |
| All | +288.8% | +215.5% | +73.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling