-62.9%
ALNY vs VXX
-51.1%
-11.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.4% | -0.3% |
| 7D | -30.7% | -4.1% | -26.6% | -30.9% |
| 30D | -26.7% | -0.8% | -25.9% | -26.7% |
| 3M | -26.4% | -19.8% | -6.7% | -27.7% |
| 6M | -45.9% | -40.5% | -5.4% | -48.8% |
| YTD | -59.5% | -35.5% | -23.9% | -61.5% |
| All | -62.9% | -51.1% | -11.8% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling