+234.1%
ABT vs VO
+197.6%
+36.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +3.1% | -4.4% | -3.4% |
| 30D | +6.0% | +2.2% | +3.8% | +4.4% |
| 3M | -1.9% | -2.5% | +0.6% | -0.3% |
| 6M | +31.2% | +7.0% | +24.2% | +24.8% |
| YTD | -11.2% | +14.0% | -25.2% | -19.3% |
| 1Y | -14.0% | +15.6% | -29.6% | -22.6% |
| 3Y | +20.7% | +66.2% | -45.5% | -18.2% |
| 5Y | -6.7% | +36.6% | -43.3% | -27.4% |
| All | +234.1% | +197.6% | +36.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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