+131.1%
ABEV vs VT
+363.9%
-232.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +2.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -15.1% | -1.4% | -13.6% | -14.0% |
| 3M | -8.8% | -1.4% | -7.4% | -7.7% |
| 6M | -4.1% | +5.5% | -9.6% | -9.2% |
| YTD | +12.6% | +12.8% | -0.2% | -0.1% |
| 1Y | +16.4% | +15.4% | +0.9% | +0.9% |
| 3Y | +17.8% | +76.9% | -59.0% | -33.5% |
| 5Y | +11.1% | +60.4% | -49.3% | -32.0% |
| 10Y | -26.8% | +232.8% | -259.6% | -78.1% |
| All | +131.1% | +363.9% | -232.8% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling