-98.8%
ABTS vs VT
+243.5%
-342.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -66.1% | -0.3% | -65.8% | -66.1% |
| 30D | -68.0% | -1.4% | -66.6% | -68.0% |
| 3M | -69.0% | -1.4% | -67.7% | -69.0% |
| 6M | -66.4% | +5.5% | -71.8% | -66.4% |
| YTD | -92.4% | +12.8% | -105.3% | -92.4% |
| 1Y | -93.7% | +15.4% | -109.1% | -93.6% |
| 3Y | -55.7% | +76.9% | -132.6% | -65.7% |
| 5Y | -93.6% | +60.4% | -154.0% | -94.4% |
| 10Y | -98.5% | +232.8% | -331.3% | -99.1% |
| All | -98.8% | +243.5% | -342.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling