+60.0%
ABLD vs VT
+58.6%
+1.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.3% |
| 7D | -4.3% | -4.2% | -0.2% | -1.0% |
| 30D | -3.6% | -5.8% | +2.2% | +1.2% |
| 3M | -3.2% | -5.2% | +2.1% | +1.1% |
| 6M | -5.0% | +0.1% | -5.2% | -5.5% |
| YTD | +6.5% | +8.2% | -1.8% | -0.6% |
| 1Y | +8.6% | +10.1% | -1.6% | -0.1% |
| 3Y | +29.0% | +69.7% | -40.7% | -17.8% |
| All | +60.0% | +58.6% | +1.4% | +5.9% |
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