-51.1%
VXX vs ABCL
+138.2%
-189.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.5% | -9.5% |
| 7D | -4.1% | -10.0% | +5.9% | -5.8% |
| 30D | -0.8% | -10.9% | +10.1% | -2.2% |
| 3M | -19.8% | +101.6% | -121.4% | -4.7% |
| 6M | -40.5% | +167.5% | -208.0% | -20.4% |
| YTD | -35.5% | +259.1% | -294.6% | +0.4% |
| 1Y | -51.1% | +152.2% | -203.3% | -34.3% |
| All | -51.1% | +138.2% | -189.3% | -34.3% |
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