+232.9%
ABT vs VST
+1,112.0%
-879.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.6% | -13.8% | -4.0% |
| 7D | +3.5% | -9.8% | +13.3% | +4.1% |
| 30D | +12.0% | -25.1% | +37.2% | +14.2% |
| 3M | +2.5% | -11.6% | +14.0% | +2.9% |
| 6M | +29.1% | -20.9% | +50.0% | +30.4% |
| YTD | -10.1% | -22.3% | +12.2% | -9.5% |
| 1Y | -9.8% | -32.0% | +22.2% | -8.2% |
| 3Y | +23.3% | +262.4% | -239.1% | -11.3% |
| 5Y | -2.4% | +563.4% | -565.7% | -38.8% |
| All | +232.9% | +1,112.0% | -879.2% | +88.0% |
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