-7.1%
ABX vs VT
+109.2%
-116.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -1.8% |
| 7D | +1.6% | -4.2% | +5.8% | +3.3% |
| 30D | +4.3% | -5.8% | +10.1% | +6.7% |
| 3M | -17.1% | -5.2% | -11.9% | -15.5% |
| 6M | -5.5% | +0.1% | -5.6% | -5.4% |
| YTD | +2.3% | +8.2% | -5.9% | 0.0% |
| 1Y | +70.2% | +10.1% | +60.0% | +65.5% |
| 3Y | +36.0% | +69.7% | -33.6% | +23.8% |
| 5Y | -8.4% | +53.4% | -61.8% | -15.6% |
| All | -7.1% | +109.2% | -116.3% | -17.2% |
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