-98.4%
ABTS vs VT
+223.7%
-322.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.9% |
| 7D | -62.9% | +0.4% | -63.2% | -62.9% |
| 30D | -67.5% | -2.6% | -64.9% | -67.4% |
| 3M | -71.7% | -3.2% | -68.5% | -71.6% |
| 6M | -64.2% | +0.9% | -65.2% | -64.2% |
| YTD | -92.4% | +11.3% | -103.7% | -92.4% |
| 1Y | -93.4% | +14.0% | -107.4% | -93.4% |
| 3Y | -54.7% | +75.8% | -130.5% | -67.6% |
| 5Y | -93.5% | +57.8% | -151.3% | -94.5% |
| 10Y | -98.4% | +219.8% | -318.2% | -99.4% |
| All | -98.4% | +223.7% | -322.1% | -99.4% |
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