-77.3%
VXX vs ABCL
+93.0%
-170.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.3% | +8.5% | +1.8% |
| 7D | +7.2% | -9.6% | +16.7% | +4.4% |
| 30D | -5.8% | +7.2% | -13.0% | -3.2% |
| 3M | -29.0% | +105.5% | -134.5% | -10.0% |
| 6M | -44.0% | +193.0% | -237.0% | -17.9% |
| YTD | -28.7% | +205.8% | -234.5% | +8.7% |
| 1Y | -45.2% | +144.4% | -189.6% | -19.6% |
| All | -77.3% | +93.0% | -170.3% | -61.1% |
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