-7.4%
ABT vs VT
+57.0%
-64.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | +2.4% | -3.6% | -2.5% |
| 30D | +6.0% | -1.5% | +7.5% | +6.8% |
| 3M | -1.9% | -4.1% | +2.2% | +0.1% |
| 6M | +31.2% | +0.6% | +30.6% | +30.1% |
| YTD | -11.2% | +11.0% | -22.3% | -17.1% |
| 1Y | -14.0% | +13.3% | -27.3% | -20.7% |
| 3Y | +20.7% | +73.4% | -52.7% | -18.2% |
| All | -7.4% | +57.0% | -64.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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