+938.3%
ABT vs VO
+822.0%
+116.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +11.6% | +0.5% | +11.1% | +11.2% |
| 3M | +2.3% | -1.1% | +3.4% | +2.8% |
| 6M | +32.7% | +6.4% | +26.4% | +28.0% |
| YTD | -9.6% | +13.5% | -23.2% | -16.1% |
| 1Y | -10.1% | +13.6% | -23.7% | -16.5% |
| 3Y | +25.2% | +65.2% | -40.0% | -6.7% |
| 5Y | -4.5% | +37.7% | -42.3% | -21.8% |
| 10Y | +228.3% | +198.4% | +29.9% | +78.2% |
| All | +938.3% | +822.0% | +116.3% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling