-2.3%
ABT vs VSXY
+42.7%
-44.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.4% | -2.8% |
| 7D | -3.1% | -6.8% | +3.6% | -2.9% |
| 30D | -2.1% | -20.4% | +18.2% | -1.1% |
| 3M | +17.4% | +2.9% | +14.5% | +17.1% |
| 6M | -2.4% | +67.9% | -70.3% | -5.8% |
| YTD | -14.2% | +44.9% | -59.1% | -16.7% |
| 1Y | -18.3% | +205.9% | -224.3% | -24.3% |
| 3Y | +11.5% | +373.9% | -362.3% | -5.1% |
| 5Y | -9.9% | +23.5% | -33.3% | -14.7% |
| All | -2.3% | +42.7% | -44.9% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling