+201.2%
ABT vs VUG
+419.9%
-218.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -5.0% | -1.9% | -3.1% | -4.0% |
| 30D | -5.8% | -1.6% | -4.2% | -5.1% |
| 3M | +16.7% | +4.4% | +12.4% | +13.3% |
| 6M | -5.2% | +13.2% | -18.4% | -12.4% |
| YTD | -16.0% | +7.5% | -23.5% | -20.2% |
| 1Y | -18.3% | +12.5% | -30.7% | -24.7% |
| 3Y | +9.2% | +86.0% | -76.7% | -30.0% |
| 5Y | -11.6% | +76.5% | -88.0% | -42.4% |
| All | +201.2% | +419.9% | -218.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling