-66.4%
VXX vs ADVB
-89.8%
+23.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -4.5% |
| 7D | +2.0% | -12.3% | +14.2% | +1.6% |
| 30D | -7.1% | +7.8% | -14.9% | -6.7% |
| 3M | -28.6% | +104.2% | -132.9% | -22.5% |
| 6M | -44.0% | +58.1% | -102.1% | -39.3% |
| YTD | -31.7% | +40.2% | -72.0% | -26.6% |
| 1Y | -46.3% | -16.1% | -30.3% | -44.8% |
| All | -66.4% | -89.8% | +23.4% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling