+5.9%
ABT vs VTV
+67.6%
-61.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -5.9% | -1.1% | -4.8% | -5.3% |
| 30D | -8.1% | -1.0% | -7.1% | -7.5% |
| 3M | +14.5% | +4.6% | +9.9% | +11.6% |
| 6M | -6.3% | +13.5% | -19.8% | -12.9% |
| YTD | -17.1% | +18.5% | -35.6% | -24.9% |
| 1Y | -21.4% | +22.9% | -44.3% | -30.2% |
| 3Y | +5.9% | +67.8% | -61.9% | -22.3% |
| All | +5.9% | +67.6% | -61.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling