+547.1%
ABBV vs VTEB
+26.0%
+521.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | +1.2% | -2.1% | +3.3% | +2.0% |
| 3M | +12.1% | -2.7% | +14.8% | +13.3% |
| 6M | +12.0% | -2.1% | +14.1% | +13.0% |
| YTD | +12.4% | -1.1% | +13.5% | +12.9% |
| 1Y | +22.9% | +1.3% | +21.6% | +22.3% |
| 3Y | +86.8% | +9.0% | +77.8% | +81.0% |
| 5Y | +181.0% | +1.5% | +179.5% | +179.0% |
| 10Y | +497.0% | +18.5% | +478.5% | +588.9% |
| All | +547.1% | +26.0% | +521.2% | +701.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling