+282.9%
ABG vs VT
+224.4%
+58.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.7% |
| 7D | -0.5% | -0.7% | +0.2% | +0.3% |
| 30D | +26.8% | -1.7% | +28.6% | +29.5% |
| 3M | +0.1% | -2.3% | +2.4% | +2.9% |
| 6M | +5.3% | +1.5% | +3.8% | +2.3% |
| YTD | -10.6% | +12.0% | -22.6% | -24.2% |
| 1Y | -4.6% | +12.9% | -17.5% | -19.9% |
| 3Y | +3.1% | +74.9% | -71.8% | -51.3% |
| 5Y | +14.0% | +59.9% | -45.9% | -38.5% |
| 10Y | +282.9% | +224.6% | +58.3% | -22.5% |
| All | +282.9% | +224.4% | +58.6% | -22.5% |
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