-100.0%
ABTC vs VT
+137.5%
-237.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.3% |
| 7D | -19.4% | -2.3% | -17.1% | -15.2% |
| 30D | -34.9% | -5.0% | -30.0% | -27.0% |
| 3M | -13.6% | -4.9% | -8.7% | -2.6% |
| 6M | -71.5% | -1.5% | -69.9% | -69.3% |
| YTD | -79.0% | +8.5% | -87.5% | -80.6% |
| 1Y | -92.1% | +11.4% | -103.5% | -93.1% |
| 3Y | -98.7% | +70.1% | -168.8% | -99.3% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +137.5% | -237.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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