+23.1%
ABM vs VT
+53.4%
-30.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | -1.1% | -2.3% | +1.2% | +0.7% |
| 30D | +8.5% | -5.0% | +13.5% | +12.8% |
| 3M | +9.6% | -4.9% | +14.5% | +13.7% |
| 6M | +31.8% | -1.5% | +33.4% | +32.0% |
| YTD | +28.4% | +8.5% | +20.0% | +17.9% |
| 1Y | +29.4% | +11.4% | +18.1% | +15.8% |
| 3Y | +40.6% | +70.1% | -29.4% | -14.3% |
| All | +23.1% | +53.4% | -30.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling