+84.6%
VSXY vs ABCL
-30.1%
+114.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | -20.4% | +65.1% | -85.4% | -30.0% |
| 3M | +2.9% | +111.1% | -108.2% | -15.6% |
| 6M | +67.9% | +231.6% | -163.7% | +19.5% |
| YTD | +44.9% | +234.5% | -189.6% | +1.7% |
| 1Y | +205.9% | +174.3% | +31.6% | +122.6% |
| 3Y | +373.9% | +111.5% | +262.4% | +240.6% |
| 5Y | +23.5% | -37.3% | +60.7% | +9.7% |
| All | +84.6% | -30.1% | +114.8% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling