+18.0%
APA vs VXX
-99.0%
+117.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.9% |
| 7D | +4.6% | +2.0% | +2.6% | +5.3% |
| 30D | +11.9% | -7.1% | +19.0% | +9.4% |
| 3M | +22.5% | -28.6% | +51.1% | +10.2% |
| 6M | +37.5% | -44.0% | +81.5% | +14.6% |
| YTD | +87.2% | -31.7% | +118.9% | +68.3% |
| 1Y | +101.4% | -46.3% | +147.8% | +69.4% |
| 3Y | +16.9% | -78.3% | +95.2% | -12.1% |
| 5Y | +178.4% | -95.8% | +274.3% | +33.3% |
| All | +18.0% | -99.0% | +117.0% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling