+232.9%
ABT vs VST
+1,219.3%
-986.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.3% | -6.8% | 0.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.1% |
| 30D | +11.6% | -17.1% | +28.7% | +12.9% |
| 3M | +3.1% | -4.6% | +7.7% | +3.0% |
| 6M | +32.8% | -9.1% | +41.9% | +32.6% |
| YTD | -9.6% | -16.6% | +7.0% | -9.5% |
| 1Y | -10.4% | -29.5% | +19.1% | -8.9% |
| 3Y | +25.8% | +297.5% | -271.7% | -10.3% |
| 5Y | -3.4% | +654.5% | -658.0% | -40.5% |
| 10Y | +232.9% | +1,205.2% | -972.4% | +86.1% |
| All | +232.9% | +1,219.3% | -986.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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