+602.6%
ABBV vs VT
+224.4%
+378.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.3% |
| 7D | +0.1% | -0.7% | +0.7% | +0.4% |
| 30D | +5.6% | -1.7% | +7.3% | +6.5% |
| 3M | +18.7% | -2.3% | +21.0% | +20.0% |
| 6M | +47.4% | +1.5% | +45.9% | +45.1% |
| YTD | +33.0% | +12.0% | +20.9% | +22.9% |
| 1Y | +34.9% | +12.9% | +22.1% | +24.1% |
| 3Y | +135.2% | +74.9% | +60.2% | +62.4% |
| 5Y | +202.1% | +59.9% | +142.1% | +119.1% |
| 10Y | +602.6% | +224.6% | +377.9% | +203.1% |
| All | +602.6% | +224.4% | +378.2% | +203.1% |
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