-53.1%
ABSI vs VT
+67.1%
-120.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | -1.4% |
| 7D | -3.4% | -0.7% | -2.7% | -1.1% |
| 30D | +4.7% | -1.7% | +6.4% | +11.4% |
| 3M | +7.5% | -2.3% | +9.9% | +17.5% |
| 6M | +75.1% | +1.5% | +73.6% | +79.4% |
| YTD | +190.0% | +12.0% | +177.9% | +136.2% |
| 1Y | +193.3% | +12.9% | +180.5% | +138.0% |
| 3Y | +696.9% | +74.9% | +621.9% | +154.5% |
| 5Y | -21.9% | +59.9% | -81.8% | -64.3% |
| All | -53.1% | +67.1% | -120.2% | -81.4% |
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