-98.9%
ABOS vs VT
+61.8%
-160.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +6.1% |
| 7D | -90.7% | -4.2% | -86.5% | -87.2% |
| 30D | -89.5% | -5.8% | -83.7% | -85.1% |
| 3M | -90.5% | -5.2% | -85.2% | -86.6% |
| 6M | -91.5% | +0.1% | -91.6% | -89.1% |
| YTD | -89.9% | +8.2% | -98.1% | -88.5% |
| 1Y | -89.5% | +10.1% | -99.6% | -88.4% |
| 3Y | -90.2% | +69.7% | -159.9% | -94.5% |
| 5Y | -98.6% | +53.4% | -151.9% | -99.1% |
| All | -98.9% | +61.8% | -160.7% | -99.4% |
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