-84.9%
ABR vs VT
+53.2%
-138.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -2.7% |
| 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% | -77.8% |
| YTD | -76.4% | +8.2% | -84.6% | -78.2% |
| 1Y | -80.2% | +10.1% | -90.3% | -82.1% |
| 3Y | -81.3% | +69.7% | -150.9% | -89.6% |
| 5Y | -84.9% | +53.4% | -138.3% | -91.0% |
| All | -84.9% | +53.2% | -138.1% | -91.0% |
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