-11.6%
ABT vs VCLT
-17.3%
+5.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -5.8% | -1.1% | -4.7% | -5.4% |
| 3M | +16.7% | -3.7% | +20.4% | +18.4% |
| 6M | -5.2% | -4.0% | -1.2% | -3.8% |
| YTD | -16.0% | -3.4% | -12.6% | -14.9% |
| 1Y | -18.3% | -4.1% | -14.1% | -16.9% |
| 3Y | +9.2% | +11.0% | -1.8% | +4.8% |
| 5Y | -11.6% | -17.0% | +5.4% | -13.5% |
| All | -11.6% | -17.3% | +5.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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