+527.1%
ABT vs VCIT
+96.4%
+430.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +12.0% | +1.9% | +10.1% | +11.2% |
| 3M | +2.5% | -1.4% | +3.9% | +3.0% |
| 6M | +29.1% | -2.1% | +31.2% | +30.1% |
| YTD | -10.1% | -1.6% | -8.4% | -9.5% |
| 1Y | -9.8% | -0.9% | -8.9% | -9.5% |
| 3Y | +23.3% | +20.0% | +3.3% | +16.5% |
| 5Y | -2.4% | +3.1% | -5.5% | -6.6% |
| 10Y | +239.4% | +28.7% | +210.7% | +232.9% |
| All | +527.1% | +96.4% | +430.7% | +615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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