+396.9%
APP vs VXX
-97.2%
+494.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +1.5% |
| 7D | +1.1% | +2.0% | -0.9% | +1.9% |
| 30D | +6.6% | -7.1% | +13.7% | +4.0% |
| 3M | -32.3% | -28.6% | -3.7% | -39.4% |
| 6M | -29.8% | -44.0% | +14.2% | -41.1% |
| YTD | -51.9% | -31.7% | -20.2% | -55.7% |
| 1Y | -43.3% | -46.3% | +3.1% | -51.0% |
| 3Y | +664.1% | -78.3% | +742.3% | +534.1% |
| 5Y | +318.7% | -95.8% | +414.5% | +138.2% |
| All | +396.9% | -97.2% | +494.1% | +159.3% |
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 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