+193.9%
ABT vs VTEB
+25.5%
+168.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -5.9% | -0.9% | -5.0% | -5.5% |
| 30D | -8.1% | -2.5% | -5.6% | -7.1% |
| 3M | +14.5% | -3.0% | +17.5% | +16.0% |
| 6M | -6.3% | -2.1% | -4.2% | -5.4% |
| YTD | -17.1% | -1.5% | -15.6% | -16.6% |
| 1Y | -21.4% | +0.2% | -21.5% | -21.4% |
| 3Y | +5.9% | +8.6% | -2.6% | +2.7% |
| 5Y | -12.8% | +1.2% | -14.0% | -14.0% |
| 10Y | +200.1% | +18.1% | +182.0% | +216.1% |
| All | +193.9% | +25.5% | +168.4% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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