-80.6%
ABR vs VT
+69.4%
-149.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -2.6% |
| 7D | -45.0% | -4.2% | -40.9% | -41.8% |
| 30D | -52.4% | -5.8% | -46.6% | -48.7% |
| 3M | -66.8% | -5.2% | -61.6% | -64.4% |
| 6M | -77.9% | +0.1% | -78.1% | -77.7% |
| YTD | -76.4% | +8.2% | -84.6% | -78.2% |
| 1Y | -80.2% | +10.1% | -90.3% | -82.0% |
| All | -80.6% | +69.4% | -149.9% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling