+133.6%
ABEV vs VT
+345.0%
-211.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +4.9% |
| 7D | +4.5% | -4.2% | +8.7% | +8.6% |
| 30D | -13.4% | -5.8% | -7.6% | -8.6% |
| 3M | -7.5% | -5.2% | -2.2% | -3.0% |
| 6M | -16.6% | +0.1% | -16.7% | -17.3% |
| YTD | +13.8% | +8.2% | +5.6% | +4.9% |
| 1Y | +16.2% | +10.1% | +6.0% | +5.1% |
| 3Y | +19.1% | +69.7% | -50.5% | -30.2% |
| 5Y | +9.5% | +53.4% | -43.9% | -30.2% |
| 10Y | -26.0% | +219.2% | -245.3% | -77.0% |
| All | +133.6% | +345.0% | -211.4% | -50.1% |
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