+208.0%
VSXY vs ABCL
+138.2%
+69.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.3% |
| 7D | +14.2% | -10.0% | +24.2% | +15.2% |
| 30D | +21.9% | -10.9% | +32.7% | +22.9% |
| 3M | +22.1% | +101.6% | -79.5% | +14.0% |
| 6M | +116.7% | +167.5% | -50.9% | +85.1% |
| YTD | +101.1% | +259.1% | -157.9% | +58.5% |
| 1Y | +208.0% | +152.2% | +55.9% | +161.5% |
| All | +208.0% | +138.2% | +69.8% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling