-11.3%
ABT vs VTV
+80.6%
-91.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | -5.9% | -1.1% | -4.8% | -5.1% |
| 30D | -8.1% | -1.0% | -7.1% | -7.3% |
| 3M | +14.5% | +4.6% | +9.9% | +10.5% |
| 6M | -6.3% | +13.5% | -19.8% | -15.2% |
| YTD | -17.1% | +18.5% | -35.6% | -27.6% |
| 1Y | -21.4% | +22.9% | -44.3% | -33.3% |
| 3Y | +5.9% | +67.8% | -61.9% | -32.4% |
| All | -11.3% | +80.6% | -91.9% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling