-11.3%
ABT vs VEU
+55.0%
-66.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -5.9% | -1.4% | -4.5% | -5.3% |
| 30D | -8.1% | -0.4% | -7.7% | -7.9% |
| 3M | +14.5% | +2.5% | +12.0% | +12.9% |
| 6M | -6.3% | +11.1% | -17.4% | -11.7% |
| YTD | -17.1% | +16.5% | -33.6% | -24.0% |
| 1Y | -21.4% | +22.9% | -44.3% | -30.1% |
| 3Y | +5.9% | +73.4% | -67.5% | -24.4% |
| All | -11.3% | +55.0% | -66.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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