+33.9%
ALNY vs VXX
-95.6%
+129.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.1% |
| 7D | -6.5% | +2.0% | -8.5% | -6.2% |
| 30D | +11.0% | -7.1% | +18.1% | +10.0% |
| 3M | -14.1% | -28.6% | +14.6% | -18.1% |
| 6M | -22.4% | -44.0% | +21.6% | -28.1% |
| YTD | -37.5% | -31.7% | -5.7% | -39.9% |
| 1Y | -46.9% | -46.3% | -0.6% | -50.5% |
| 3Y | +22.1% | -78.3% | +100.3% | +7.4% |
| All | +33.9% | -95.6% | +129.5% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling