-97.2%
ABEO vs VT
+214.8%
-312.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.3% | -2.2% |
| 7D | -14.3% | -4.2% | -10.1% | -9.4% |
| 30D | -22.0% | -5.8% | -16.2% | -15.7% |
| 3M | -42.5% | -5.2% | -37.3% | -38.3% |
| 6M | -32.9% | +0.1% | -33.1% | -32.7% |
| YTD | -25.8% | +8.2% | -34.0% | -32.5% |
| 1Y | -10.3% | +10.1% | -20.4% | -19.8% |
| 3Y | -12.9% | +69.7% | -82.6% | -56.6% |
| 5Y | -82.6% | +53.4% | -136.0% | -89.8% |
| All | -97.2% | +214.8% | -312.0% | -99.2% |
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