-98.5%
ABTS vs VT
+215.5%
-314.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -68.2% | -2.3% | -65.9% | -68.2% |
| 30D | -68.0% | -5.0% | -63.0% | -67.8% |
| 3M | -74.5% | -4.9% | -69.6% | -74.3% |
| 6M | -68.0% | -1.5% | -66.4% | -67.8% |
| YTD | -92.7% | +8.5% | -101.1% | -92.6% |
| 1Y | -93.8% | +11.4% | -105.2% | -93.8% |
| 3Y | -57.0% | +70.1% | -127.1% | -68.9% |
| 5Y | -94.0% | +53.7% | -147.7% | -94.9% |
| All | -98.5% | +215.5% | -314.0% | -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