-7.0%
ABT vs VT
+66.2%
-73.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | +2.5% | +1.0% | +1.5% | +1.9% |
| 3M | +20.2% | +2.4% | +17.8% | +18.3% |
| 6M | -2.9% | +12.0% | -14.9% | -9.3% |
| YTD | -11.9% | +15.3% | -27.3% | -19.2% |
| 1Y | -16.5% | +22.6% | -39.1% | -26.3% |
| 3Y | +12.1% | +74.7% | -62.6% | -23.5% |
| All | -7.0% | +66.2% | -73.2% | -36.7% |
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