-9.4%
ABT vs VUG
+75.3%
-84.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -3.1% | -1.7% | -1.4% | -2.7% |
| 3M | +16.1% | +2.8% | +13.3% | +14.8% |
| 6M | -5.3% | +13.6% | -18.9% | -9.7% |
| YTD | -14.4% | +8.1% | -22.5% | -17.1% |
| 1Y | -18.4% | +13.1% | -31.5% | -22.4% |
| 3Y | +11.2% | +87.0% | -75.8% | -17.4% |
| 5Y | -9.4% | +76.0% | -85.3% | -34.0% |
| All | -9.4% | +75.3% | -84.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling