+160.6%
VSXY vs ABCL
-23.9%
+184.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +10.2% | +2.3% | +7.9% | +9.6% |
| 30D | +33.6% | -0.7% | +34.3% | +33.2% |
| 3M | +10.8% | +33.4% | -22.6% | +2.5% |
| 6M | +130.5% | +137.8% | -7.2% | +78.7% |
| YTD | +104.4% | +264.3% | -159.9% | +39.8% |
| 1Y | +216.5% | +209.2% | +7.3% | +124.4% |
| 3Y | +465.9% | +208.4% | +257.5% | +270.9% |
| 5Y | +123.1% | -11.9% | +135.0% | +84.5% |
| All | +160.6% | -23.9% | +184.5% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling