-30.2%
ABEV vs VT
+224.5%
-254.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +5.6% | +0.4% | +5.1% | +5.2% |
| 30D | -0.3% | +1.0% | -1.3% | -1.2% |
| 3M | -2.6% | +2.4% | -5.0% | -5.0% |
| 6M | +1.6% | +12.0% | -10.4% | -8.3% |
| YTD | +22.6% | +15.3% | +7.3% | +7.6% |
| 1Y | +38.3% | +22.6% | +15.7% | +14.6% |
| 3Y | +25.1% | +74.7% | -49.6% | -26.5% |
| 5Y | +21.0% | +66.1% | -45.2% | -25.8% |
| All | -30.2% | +224.5% | -254.6% | -80.0% |
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