-53.8%
ABSI vs VT
+65.2%
-119.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.5% | -7.2% | -6.5% |
| 7D | -0.3% | -0.1% | -0.2% | +0.7% |
| 30D | -1.9% | -3.1% | +1.2% | +8.1% |
| 3M | +10.7% | -3.5% | +14.2% | +24.7% |
| 6M | +69.0% | +0.5% | +68.5% | +77.8% |
| YTD | +185.7% | +10.8% | +174.9% | +139.6% |
| 1Y | +200.3% | +11.9% | +188.4% | +149.3% |
| 3Y | +685.0% | +73.0% | +612.1% | +158.2% |
| 5Y | -22.7% | +58.6% | -81.3% | -64.0% |
| All | -53.8% | +65.2% | -119.0% | -81.1% |
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