-7.4%
ABT vs VST
+633.9%
-641.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | +6.6% | -7.9% | -1.4% |
| 30D | +6.0% | -12.4% | +18.4% | +6.3% |
| 3M | -1.9% | -9.0% | +7.1% | -1.8% |
| 6M | +31.2% | -6.4% | +37.6% | +30.9% |
| YTD | -11.2% | -17.2% | +6.0% | -11.2% |
| 1Y | -14.0% | -22.0% | +8.1% | -13.8% |
| 3Y | +20.7% | +296.7% | -276.0% | -10.1% |
| All | -7.4% | +633.9% | -641.2% | -41.5% |
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