-99.2%
VXX vs ACI
+17.4%
-116.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.4% | +3.0% |
| 7D | +7.2% | -7.1% | +14.2% | +6.1% |
| 30D | -5.8% | -4.5% | -1.3% | -6.4% |
| 3M | -29.0% | -22.3% | -6.7% | -31.4% |
| 6M | -44.0% | -28.4% | -15.6% | -46.6% |
| YTD | -28.7% | -29.5% | +0.8% | -32.1% |
| 1Y | -45.2% | -34.2% | -10.9% | -48.6% |
| 3Y | -77.8% | -45.7% | -32.2% | -79.6% |
| 5Y | -95.6% | -40.8% | -54.9% | -95.8% |
| All | -99.2% | +17.4% | -116.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling