+65.2%
ABM vs VT
+215.5%
-150.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.7% |
| 7D | -1.1% | -2.3% | +1.2% | +1.2% |
| 30D | +8.5% | -5.0% | +13.5% | +13.9% |
| 3M | +9.0% | -4.9% | +13.8% | +14.1% |
| 6M | +31.0% | -1.5% | +32.6% | +31.3% |
| YTD | +27.7% | +8.5% | +19.2% | +15.2% |
| 1Y | +28.7% | +11.4% | +17.3% | +12.6% |
| 3Y | +39.8% | +70.1% | -30.3% | -22.9% |
| 5Y | +21.8% | +53.7% | -31.9% | -25.5% |
| All | +65.2% | +215.5% | -150.3% | -56.5% |
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