+197.1%
ABT vs EFV
+169.9%
+27.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -2.0% |
| 7D | -5.9% | -0.8% | -5.1% | -5.4% |
| 30D | -8.1% | +0.6% | -8.7% | -8.4% |
| 3M | +14.5% | +7.5% | +7.0% | +9.6% |
| 6M | -6.3% | +13.0% | -19.3% | -13.2% |
| YTD | -17.1% | +18.3% | -35.4% | -25.5% |
| 1Y | -21.4% | +26.7% | -48.1% | -32.2% |
| 3Y | +5.9% | +89.6% | -83.6% | -29.7% |
| 5Y | -12.8% | +98.2% | -111.0% | -44.3% |
| All | +197.1% | +169.9% | +27.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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