+144.0%
ABR vs VT
+374.2%
-230.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +3.8% | +0.4% | +3.3% | +3.3% |
| 30D | +4.9% | +1.0% | +4.0% | +3.9% |
| 3M | -2.4% | +2.4% | -4.8% | -5.2% |
| 6M | -34.6% | +12.0% | -46.6% | -42.4% |
| YTD | -25.4% | +15.3% | -40.7% | -36.4% |
| 1Y | -49.6% | +22.6% | -72.1% | -59.8% |
| 3Y | -52.7% | +74.7% | -127.4% | -74.3% |
| 5Y | -48.8% | +66.1% | -115.0% | -70.6% |
| 10Y | +90.1% | +225.0% | -135.0% | -45.8% |
| All | +144.0% | +374.2% | -230.2% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling