+228.3%
ABT vs VST
+1,174.0%
-945.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +1.0% | -6.0% | +7.0% | +1.2% |
| 30D | +11.6% | -18.8% | +30.4% | +13.1% |
| 3M | +2.3% | -8.0% | +10.4% | +2.4% |
| 6M | +32.7% | -10.9% | +43.7% | +32.7% |
| YTD | -9.6% | -18.3% | +8.7% | -9.4% |
| 1Y | -10.1% | -29.9% | +19.8% | -8.6% |
| 3Y | +25.2% | +290.3% | -265.1% | -10.7% |
| 5Y | -4.5% | +635.3% | -639.8% | -41.0% |
| 10Y | +228.3% | +1,162.4% | -934.1% | +83.7% |
| All | +228.3% | +1,174.0% | -945.7% | +83.7% |
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