+6,695.8%
ABT vs VSH
+1,390.4%
+5,305.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.5% |
| 7D | -1.3% | +14.3% | -15.6% | -2.5% |
| 30D | +6.0% | -7.9% | +13.9% | +6.2% |
| 3M | -1.9% | -19.9% | +18.0% | -0.9% |
| 6M | +31.2% | -30.5% | +61.7% | +32.2% |
| YTD | -11.2% | +85.7% | -96.9% | -19.5% |
| 1Y | -14.0% | +98.9% | -112.9% | -22.5% |
| 3Y | +20.7% | +32.1% | -11.4% | +10.7% |
| 5Y | -6.7% | +39.7% | -46.3% | -15.4% |
| 10Y | +226.3% | +117.6% | +108.7% | +179.0% |
| All | +6,695.8% | +1,390.4% | +5,305.4% | +3,680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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