-9.4%
ABT vs VFC
-78.7%
+69.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -4.7% | -2.3% | -2.4% | -4.6% |
| 30D | -3.1% | -13.4% | +10.2% | -1.9% |
| 3M | +16.1% | -23.7% | +39.8% | +18.5% |
| 6M | -5.3% | -24.5% | +19.1% | -3.6% |
| YTD | -14.4% | -27.8% | +13.4% | -12.7% |
| 1Y | -18.4% | -13.5% | -5.0% | -18.4% |
| 3Y | +11.2% | -27.1% | +38.3% | +8.5% |
| 5Y | -9.4% | -79.0% | +69.6% | +16.1% |
| All | -9.4% | -78.7% | +69.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling