+222.8%
ABT vs VST
+866.2%
-643.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -1.2% |
| 7D | +8.6% | -19.9% | +28.5% | +10.3% |
| 30D | +16.4% | -29.7% | +46.1% | +19.3% |
| 3M | +8.1% | -19.6% | +27.7% | +9.4% |
| 6M | +32.1% | -29.4% | +61.5% | +34.6% |
| YTD | -7.1% | -29.7% | +22.6% | -5.7% |
| 1Y | -6.5% | -40.0% | +33.5% | -3.8% |
| 3Y | +26.2% | +231.0% | -204.7% | -8.3% |
| 5Y | +0.9% | +500.1% | -499.2% | -36.0% |
| 10Y | +250.7% | +1,004.2% | -753.5% | +101.5% |
| All | +222.8% | +866.2% | -643.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling