+234.1%
ABT vs VFC
-48.6%
+282.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +0.7% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | +6.0% | +25.5% | -19.4% | +2.8% |
| 3M | -1.9% | +41.3% | -43.2% | -6.5% |
| 6M | +31.2% | +22.2% | +9.0% | +26.8% |
| YTD | -11.2% | +16.4% | -27.6% | -14.2% |
| 1Y | -14.0% | +38.4% | -52.4% | -19.0% |
| 3Y | +20.7% | +56.2% | -35.6% | +2.1% |
| 5Y | -6.7% | -68.2% | +61.5% | +13.5% |
| All | +234.1% | -48.6% | +282.8% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling