-78.3%
VXX vs ACI
-44.0%
-34.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -4.0% |
| 7D | +2.0% | -3.7% | +5.7% | +1.8% |
| 30D | -7.1% | +0.6% | -7.7% | -7.0% |
| 3M | -28.6% | -20.3% | -8.3% | -30.1% |
| 6M | -44.0% | -24.7% | -19.3% | -45.4% |
| YTD | -31.7% | -27.2% | -4.5% | -33.6% |
| 1Y | -46.3% | -32.7% | -13.6% | -49.6% |
| 3Y | -78.3% | -43.9% | -34.4% | -82.1% |
| All | -78.3% | -44.0% | -34.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling