-95.7%
VXX vs ACI
-39.5%
-56.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -3.9% |
| 7D | +2.0% | -3.7% | +5.7% | +1.6% |
| 30D | -7.1% | +0.6% | -7.7% | -7.0% |
| 3M | -28.6% | -20.3% | -8.3% | -30.5% |
| 6M | -44.0% | -24.7% | -19.3% | -45.8% |
| YTD | -31.7% | -27.2% | -4.5% | -34.3% |
| 1Y | -46.3% | -32.7% | -13.6% | -49.3% |
| 3Y | -78.3% | -43.9% | -34.4% | -79.8% |
| All | -95.7% | -39.5% | -56.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling