-5.6%
ABT vs VSXY
+37.5%
-43.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -1.5% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -8.1% | -18.7% | +10.6% | -7.2% |
| 3M | +14.5% | -4.0% | +18.5% | +14.6% |
| 6M | -6.3% | +67.5% | -73.8% | -9.6% |
| YTD | -17.1% | +39.7% | -56.8% | -19.4% |
| 1Y | -21.4% | +180.0% | -201.3% | -26.8% |
| 3Y | +5.9% | +337.3% | -331.4% | -9.2% |
| 5Y | -12.8% | +22.7% | -35.4% | -17.3% |
| All | -5.6% | +37.5% | -43.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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