-11.6%
ABT vs VEA
+57.9%
-69.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.2% |
| 7D | -5.0% | -2.1% | -2.9% | -4.1% |
| 30D | -5.8% | -1.1% | -4.7% | -5.4% |
| 3M | +16.7% | +5.1% | +11.7% | +13.5% |
| 6M | -5.2% | +9.8% | -15.0% | -10.4% |
| YTD | -16.0% | +15.9% | -31.9% | -23.1% |
| 1Y | -18.3% | +24.6% | -42.8% | -28.3% |
| 3Y | +9.2% | +75.5% | -66.3% | -23.4% |
| 5Y | -11.6% | +59.4% | -70.9% | -36.1% |
| All | -11.6% | +57.9% | -69.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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