-6.8%
ABX vs VT
+109.7%
-116.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -2.3% | +6.0% | +4.6% |
| 30D | +5.9% | -5.0% | +10.9% | +8.0% |
| 3M | -15.6% | -4.9% | -10.7% | -14.0% |
| 6M | -7.0% | -1.5% | -5.4% | -6.4% |
| YTD | +2.7% | +8.5% | -5.8% | +0.2% |
| 1Y | +71.4% | +11.4% | +60.0% | +66.1% |
| 3Y | +33.1% | +70.1% | -37.0% | +21.0% |
| 5Y | -8.1% | +53.7% | -61.9% | -15.4% |
| All | -6.8% | +109.7% | -116.5% | -17.0% |
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 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