+319.1%
VSXY vs ABCL
+109.3%
+209.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -14.0% | +0.7% | -14.7% | -14.2% |
| 30D | -15.9% | +93.1% | -109.0% | -27.7% |
| 3M | +3.4% | +79.4% | -76.0% | -11.0% |
| 6M | +25.9% | +214.9% | -189.0% | -8.1% |
| YTD | +39.5% | +234.2% | -194.7% | -1.1% |
| 1Y | +194.4% | +174.8% | +19.6% | +116.9% |
| All | +319.1% | +109.3% | +209.7% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling