-55.4%
APP vs VXX
-51.0%
-4.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -9.6% | +20.3% | +6.3% |
| 7D | +4.5% | -4.1% | +8.6% | +3.7% |
| 30D | -3.6% | -0.8% | -2.8% | -2.6% |
| 3M | -35.3% | -19.8% | -15.5% | -40.2% |
| 6M | -42.8% | -40.5% | -2.3% | -52.4% |
| YTD | -59.7% | -35.5% | -24.1% | -62.6% |
| 1Y | -55.4% | -51.1% | -4.3% | -64.0% |
| All | -55.4% | -51.0% | -4.3% | -64.0% |
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