+516.3%
VSXY vs ABCL
+196.9%
+319.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.2% | +4.1% |
| 7D | +15.2% | +12.4% | +2.8% | +12.5% |
| 30D | +37.0% | -0.4% | +37.3% | +36.5% |
| 3M | +15.2% | +80.4% | -65.2% | +0.3% |
| 6M | +136.3% | +138.5% | -2.2% | +86.5% |
| YTD | +109.6% | +265.5% | -155.9% | +45.6% |
| 1Y | +223.7% | +219.7% | +4.0% | +131.3% |
| 3Y | +516.3% | +209.4% | +306.9% | +315.1% |
| All | +516.3% | +196.9% | +319.4% | +315.1% |
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