+234.1%
ABT vs VUG
+398.3%
-164.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -1.3% | +2.5% | -3.8% | -2.6% |
| 30D | +6.0% | -6.3% | +12.3% | +9.3% |
| 3M | -1.9% | -6.0% | +4.2% | +0.9% |
| 6M | +31.2% | -3.5% | +34.7% | +32.2% |
| YTD | -11.2% | +3.9% | -15.2% | -14.5% |
| 1Y | -14.0% | +5.1% | -19.1% | -17.8% |
| 3Y | +20.7% | +77.9% | -57.2% | -20.7% |
| 5Y | -6.7% | +62.4% | -69.1% | -35.7% |
| All | +234.1% | +398.3% | -164.2% | -20.6% |
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