-100.0%
ABTC vs VT
+53.2%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.1% | -10.8% | -4.4% |
| 7D | -29.2% | -4.2% | -25.0% | -20.2% |
| 30D | -37.2% | -5.8% | -31.4% | -25.2% |
| 3M | -18.8% | -5.2% | -13.6% | -4.1% |
| 6M | -71.2% | +0.1% | -71.3% | -69.8% |
| YTD | -79.2% | +8.2% | -87.4% | -81.4% |
| 1Y | -92.6% | +10.1% | -102.7% | -93.7% |
| 3Y | -98.7% | +69.7% | -168.4% | -99.5% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +53.2% | -153.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling