+4.0%
ABUS vs VT
+374.2%
-370.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | +0.4% | +1.1% | +1.2% |
| 30D | +11.5% | +1.0% | +10.5% | +10.6% |
| 3M | +18.4% | +2.4% | +16.0% | +16.0% |
| 6M | +8.4% | +12.0% | -3.6% | -1.5% |
| YTD | +7.1% | +15.3% | -8.3% | -5.1% |
| 1Y | +28.4% | +22.6% | +5.8% | +8.3% |
| 3Y | +151.2% | +74.7% | +76.5% | +56.8% |
| 5Y | +51.0% | +66.1% | -15.1% | -1.0% |
| 10Y | +37.0% | +225.0% | -188.0% | -43.9% |
| All | +4.0% | +374.2% | -370.1% | -61.4% |
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 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