-11.3%
ABT vs VWO
+34.0%
-45.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -5.9% | -1.8% | -4.1% | -5.5% |
| 30D | -8.1% | -0.1% | -8.0% | -8.1% |
| 3M | +14.5% | +2.2% | +12.3% | +13.6% |
| 6M | -6.3% | +8.8% | -15.0% | -9.1% |
| YTD | -17.1% | +12.4% | -29.5% | -20.6% |
| 1Y | -21.4% | +15.6% | -36.9% | -25.4% |
| 3Y | +5.9% | +62.5% | -56.6% | -13.1% |
| All | -11.3% | +34.0% | -45.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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