+367.9%
APP vs VXX
-97.2%
+465.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -1.6% |
| 7D | -4.4% | +1.6% | -5.9% | -3.8% |
| 30D | -10.0% | -9.5% | -0.6% | -13.1% |
| 3M | -41.4% | -27.3% | -14.1% | -47.1% |
| 6M | -41.0% | -43.3% | +2.3% | -50.3% |
| YTD | -54.7% | -30.9% | -23.9% | -58.1% |
| 1Y | -45.3% | -47.2% | +1.8% | -53.1% |
| 3Y | +624.3% | -78.5% | +702.8% | +498.7% |
| 5Y | +329.1% | -95.6% | +424.7% | +146.1% |
| All | +367.9% | -97.2% | +465.0% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling