-46.3%
VXX vs A
+18.0%
-64.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -2.9% |
| 7D | +2.0% | -2.6% | +4.6% | +0.7% |
| 30D | -7.1% | -0.9% | -6.2% | -7.2% |
| 3M | -28.6% | +13.6% | -42.3% | -22.9% |
| 6M | -44.0% | +27.8% | -71.8% | -33.5% |
| YTD | -31.7% | +8.6% | -40.4% | -27.0% |
| 1Y | -46.3% | +16.9% | -63.2% | -42.3% |
| All | -46.3% | +18.0% | -64.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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