+27.4%
ABT vs VST
+229.5%
-202.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -1.8% |
| 7D | +8.6% | -19.9% | +28.5% | +7.9% |
| 30D | +16.4% | -29.7% | +46.1% | +15.4% |
| 3M | +8.1% | -19.6% | +27.7% | +7.5% |
| 6M | +32.1% | -29.4% | +61.5% | +31.0% |
| YTD | -7.1% | -29.7% | +22.6% | -7.7% |
| 1Y | -6.5% | -40.0% | +33.5% | -7.4% |
| All | +27.4% | +229.5% | -202.1% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling