-55.1%
ABTS vs VT
+69.4%
-124.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | -15.9% |
| 7D | -67.1% | -4.2% | -62.9% | -72.9% |
| 30D | -68.3% | -5.8% | -62.5% | -75.9% |
| 3M | -73.5% | -5.2% | -68.2% | -79.8% |
| 6M | -67.1% | +0.1% | -67.2% | -70.9% |
| YTD | -92.3% | +8.2% | -100.6% | -91.4% |
| 1Y | -93.8% | +10.1% | -103.9% | -92.6% |
| All | -55.1% | +69.4% | -124.5% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling