+663.7%
ABT vs VWO
+317.6%
+346.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | -5.0% | -1.7% | -3.3% | -4.4% |
| 30D | -5.8% | -0.3% | -5.5% | -5.7% |
| 3M | +16.7% | +4.0% | +12.8% | +14.9% |
| 6M | -5.2% | +8.1% | -13.4% | -8.2% |
| YTD | -16.0% | +11.6% | -27.6% | -19.6% |
| 1Y | -18.3% | +16.2% | -34.5% | -22.9% |
| 3Y | +9.2% | +63.3% | -54.0% | -9.2% |
| 5Y | -11.6% | +33.4% | -44.9% | -21.6% |
| 10Y | +204.2% | +113.3% | +90.9% | +129.4% |
| All | +663.7% | +317.6% | +346.0% | +352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling