+63.3%
ABLD vs VT
+65.4%
-2.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.7% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | -2.0% | -1.4% | -0.5% | -0.8% |
| 3M | -1.4% | -1.4% | 0.0% | -0.3% |
| 6M | -2.0% | +5.5% | -7.5% | -6.5% |
| YTD | +8.6% | +12.8% | -4.2% | -1.9% |
| 1Y | +11.6% | +15.4% | -3.8% | -1.2% |
| 3Y | +31.6% | +76.9% | -45.3% | -18.8% |
| All | +63.3% | +65.4% | -2.1% | +4.5% |
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 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