+196.5%
VSXY vs ABCL
+164.4%
+32.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -3.1% |
| 7D | -10.7% | -2.7% | -8.0% | -10.5% |
| 30D | -24.3% | +18.3% | -42.6% | -26.0% |
| 3M | +1.0% | +108.5% | -107.5% | -9.9% |
| 6M | +57.4% | +213.9% | -156.6% | +21.2% |
| YTD | +39.8% | +223.1% | -183.3% | +5.6% |
| 1Y | +196.5% | +160.6% | +35.9% | +142.3% |
| All | +196.5% | +164.4% | +32.1% | +142.3% |
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