-100.0%
ABTC vs VT
+143.8%
-243.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.5% |
| 7D | -4.9% | +2.9% | -7.8% | -10.1% |
| 30D | -41.7% | -2.5% | -39.2% | -37.8% |
| 3M | -27.1% | -3.3% | -23.8% | -20.5% |
| 6M | -70.5% | +1.5% | -72.0% | -70.1% |
| YTD | -80.2% | +11.4% | -91.6% | -82.6% |
| 1Y | -93.2% | +11.9% | -105.1% | -94.1% |
| 3Y | -98.7% | +73.9% | -172.5% | -99.3% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +143.8% | -243.8% | -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