-42.7%
ABR vs VT
+217.6%
-260.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -7.6% |
| 7D | -16.0% | -0.1% | -15.9% | -15.8% |
| 30D | -48.8% | -3.1% | -45.7% | -46.4% |
| 3M | -71.7% | -3.5% | -68.2% | -70.2% |
| 6M | -78.3% | +0.5% | -78.8% | -78.3% |
| YTD | -79.1% | +10.8% | -89.9% | -81.3% |
| 1Y | -81.9% | +11.9% | -93.8% | -84.0% |
| 3Y | -83.6% | +73.0% | -156.6% | -91.2% |
| 5Y | -86.7% | +58.6% | -145.3% | -92.1% |
| 10Y | -42.7% | +219.2% | -261.8% | -81.2% |
| All | -42.7% | +217.6% | -260.3% | -81.2% |
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