-44.0%
ACHR vs VXX
-98.3%
+54.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +0.8% |
| 7D | -2.3% | +2.0% | -4.3% | -1.5% |
| 30D | -11.3% | -7.1% | -4.2% | -13.4% |
| 3M | +5.3% | -28.6% | +33.9% | -5.7% |
| 6M | -13.2% | -44.0% | +30.8% | -26.7% |
| YTD | -25.8% | -31.7% | +5.9% | -31.2% |
| 1Y | -34.3% | -46.3% | +12.1% | -42.4% |
| 3Y | -19.9% | -78.3% | +58.3% | -32.3% |
| 5Y | -42.7% | -95.8% | +53.2% | -64.3% |
| All | -44.0% | -98.3% | +54.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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