-5.9%
ABT vs VFC
+52.5%
-58.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.1% | +5.1% |
| 7D | +12.5% | +21.5% | -8.9% | +10.6% |
| 30D | +16.1% | +46.7% | -30.6% | +12.5% |
| 3M | +10.2% | +38.4% | -28.2% | +7.1% |
| 6M | +33.7% | +15.2% | +18.5% | +31.1% |
| YTD | -5.5% | +17.8% | -23.3% | -9.2% |
| 1Y | -5.9% | +55.6% | -61.5% | -13.2% |
| All | -5.9% | +52.5% | -58.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling