+161.4%
AB vs VT
+345.0%
-183.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +3.7% |
| 7D | -1.0% | -4.2% | +3.1% | +3.9% |
| 30D | -0.5% | -5.8% | +5.3% | +6.4% |
| 3M | -3.8% | -5.2% | +1.4% | +2.1% |
| 6M | -9.6% | +0.1% | -9.8% | -11.1% |
| YTD | -3.0% | +8.2% | -11.2% | -13.7% |
| 1Y | -5.8% | +10.1% | -15.9% | -18.0% |
| 3Y | +56.7% | +69.7% | -13.0% | -20.5% |
| 5Y | -7.5% | +53.4% | -60.8% | -46.7% |
| 10Y | +289.0% | +219.2% | +69.7% | -5.9% |
| All | +161.4% | +345.0% | -183.6% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling