+912.1%
ABT vs VUG
+1,251.8%
-339.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +20.2% | -0.7% | +20.9% | +19.8% |
| 6M | -2.9% | +14.6% | -17.6% | -11.0% |
| YTD | -11.9% | +9.0% | -21.0% | -17.1% |
| 1Y | -16.5% | +14.9% | -31.4% | -24.1% |
| 3Y | +12.1% | +86.0% | -73.9% | -26.7% |
| 5Y | -7.4% | +76.7% | -84.1% | -38.8% |
| 10Y | +210.7% | +411.3% | -200.6% | +4.2% |
| All | +912.1% | +1,251.8% | -339.7% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling