+187.4%
ABBV vs VTEB
+1.2%
+186.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +3.4% | -2.5% | +5.9% | +4.6% |
| 3M | +15.2% | -3.0% | +18.2% | +16.8% |
| 6M | +14.7% | -2.1% | +16.8% | +15.8% |
| YTD | +15.2% | -1.5% | +16.7% | +16.0% |
| 1Y | +20.4% | +0.2% | +20.2% | +20.2% |
| 3Y | +91.3% | +8.6% | +82.8% | +87.0% |
| All | +187.4% | +1.2% | +186.2% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling