-39.5%
ABSI vs VT
+65.7%
-105.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -1.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.4% |
| 30D | -4.0% | -0.7% | -3.3% | -1.9% |
| 3M | +26.6% | +4.0% | +22.6% | +17.2% |
| 6M | +244.6% | +12.3% | +232.3% | +169.1% |
| YTD | +147.9% | +14.0% | +133.8% | +88.6% |
| 1Y | +240.6% | +20.3% | +220.2% | +134.4% |
| 3Y | +427.4% | +75.4% | +352.0% | +64.6% |
| 5Y | -39.5% | +66.0% | -105.5% | -75.3% |
| All | -39.5% | +65.7% | -105.2% | -75.3% |
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