+6,744.0%
ABT vs VFC
+1,360.5%
+5,383.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | +8.0% | +30.7% | -22.7% | +3.1% |
| 3M | +0.2% | +40.6% | -40.4% | -5.6% |
| 6M | +34.1% | +16.5% | +17.7% | +29.5% |
| YTD | -10.6% | +16.2% | -26.8% | -14.3% |
| 1Y | -11.8% | +42.4% | -54.2% | -18.6% |
| 3Y | +23.9% | +48.1% | -24.2% | +3.7% |
| 5Y | -5.1% | -67.8% | +62.7% | +6.3% |
| 10Y | +228.6% | -48.5% | +277.1% | +217.7% |
| All | +6,744.0% | +1,360.5% | +5,383.5% | +3,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling