+306.4%
APP vs VXX
-95.3%
+401.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +4.3% |
| 7D | +0.3% | +7.2% | -6.9% | +3.0% |
| 30D | -1.3% | -5.8% | +4.5% | -3.5% |
| 3M | -36.2% | -29.0% | -7.2% | -43.4% |
| 6M | -34.1% | -44.0% | +9.9% | -45.5% |
| YTD | -53.3% | -28.7% | -24.7% | -56.5% |
| 1Y | -44.5% | -45.2% | +0.6% | -52.2% |
| 3Y | +646.7% | -77.8% | +724.5% | +510.2% |
| 5Y | +306.4% | -95.6% | +402.1% | +104.6% |
| All | +306.4% | -95.3% | +401.7% | +104.6% |
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