+75.0%
VTI vs ABT
-13.3%
+88.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -0.9% | -5.9% | +5.0% | +0.8% |
| 30D | -1.4% | -8.1% | +6.6% | +0.9% |
| 3M | +3.6% | +14.5% | -10.9% | -1.1% |
| 6M | +13.6% | -6.3% | +19.9% | +15.8% |
| YTD | +12.9% | -17.1% | +30.0% | +19.7% |
| 1Y | +17.2% | -21.4% | +38.6% | +26.5% |
| 3Y | +75.7% | +5.9% | +69.8% | +62.8% |
| All | +75.0% | -13.3% | +88.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 5y: compounded portfolio wealth divided by compounded ABT 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…
5y analysis · Full analysis span regression · 6 months rolling