-27.9%
ABEV vs VT
+215.5%
-243.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +4.9% | -2.3% | +7.2% | +6.9% |
| 30D | -11.4% | -5.0% | -6.5% | -7.7% |
| 3M | -6.9% | -4.9% | -2.0% | -3.0% |
| 6M | -18.0% | -1.5% | -16.5% | -17.5% |
| YTD | +13.8% | +8.5% | +5.3% | +5.2% |
| 1Y | +17.1% | +11.4% | +5.8% | +5.7% |
| 3Y | +17.0% | +70.1% | -53.1% | -29.8% |
| 5Y | +9.5% | +53.7% | -44.2% | -27.9% |
| All | -27.9% | +215.5% | -243.4% | -79.5% |
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