-16.8%
ABR vs VT
+363.9%
-380.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.4% |
| 7D | -39.3% | -0.3% | -39.0% | -38.7% |
| 30D | -48.4% | -1.4% | -47.0% | -47.1% |
| 3M | -64.6% | -1.4% | -63.2% | -63.7% |
| 6M | -75.8% | +5.5% | -81.3% | -77.1% |
| YTD | -74.6% | +12.8% | -87.4% | -77.6% |
| 1Y | -78.6% | +15.4% | -94.0% | -81.6% |
| 3Y | -79.8% | +76.9% | -156.7% | -89.1% |
| 5Y | -83.8% | +60.4% | -144.2% | -90.2% |
| 10Y | -30.1% | +232.8% | -262.9% | -80.4% |
| All | -16.8% | +363.9% | -380.7% | -84.8% |
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 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