+151.7%
ABEV vs VT
+374.2%
-222.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -2.6% | +2.4% | -5.0% | -5.1% |
| 6M | +1.6% | +12.0% | -10.4% | -8.9% |
| YTD | +22.6% | +15.3% | +7.3% | +6.7% |
| 1Y | +38.3% | +22.6% | +15.7% | +13.2% |
| 3Y | +25.1% | +74.7% | -49.6% | -28.3% |
| 5Y | +21.0% | +66.1% | -45.2% | -28.3% |
| 10Y | -28.8% | +225.0% | -253.8% | -78.1% |
| All | +151.7% | +374.2% | -222.5% | -49.2% |
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 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