-7.0%
ABT vs VST
+761.6%
-768.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.5% |
| 7D | -3.7% | +8.9% | -12.6% | -3.9% |
| 30D | +2.5% | +6.2% | -3.7% | +2.3% |
| 3M | +20.2% | -2.7% | +22.9% | +20.1% |
| 6M | -2.9% | -8.4% | +5.4% | -2.9% |
| YTD | -11.9% | -7.2% | -4.7% | -12.0% |
| 1Y | -16.5% | -20.9% | +4.3% | -16.3% |
| 3Y | +12.1% | +384.0% | -371.9% | -15.0% |
| All | -7.0% | +761.6% | -768.6% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling