-37.5%
ABR vs VT
+215.5%
-253.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.3% |
| 7D | -24.8% | -2.3% | -22.4% | -22.6% |
| 30D | -50.5% | -5.0% | -45.5% | -47.0% |
| 3M | -67.6% | -4.9% | -62.7% | -65.3% |
| 6M | -79.3% | -1.5% | -77.8% | -78.8% |
| YTD | -77.1% | +8.5% | -85.6% | -79.0% |
| 1Y | -80.5% | +11.4% | -91.9% | -82.7% |
| 3Y | -81.2% | +70.1% | -151.2% | -89.7% |
| 5Y | -85.4% | +53.7% | -139.1% | -91.0% |
| All | -37.5% | +215.5% | -253.1% | -79.3% |
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