-95.3%
ABTS vs VT
+251.2%
-346.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +10.2% | +0.4% | +9.8% | +10.2% |
| 30D | +1.3% | +1.0% | +0.4% | +1.3% |
| 3M | -30.7% | +2.4% | -33.1% | -30.8% |
| 6M | -42.4% | +12.0% | -54.4% | -42.5% |
| YTD | -70.7% | +15.3% | -86.0% | -70.7% |
| 1Y | -57.7% | +22.6% | -80.3% | -57.6% |
| 3Y | +57.3% | +74.7% | -17.4% | +25.3% |
| 5Y | -78.6% | +66.1% | -144.7% | -81.7% |
| 10Y | -94.7% | +225.0% | -319.7% | -96.6% |
| All | -95.3% | +251.2% | -346.5% | -97.0% |
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 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