-65.9%
VXX vs ADVB
-89.4%
+23.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.1% | +1.6% |
| 7D | +1.6% | -13.0% | +14.6% | +1.1% |
| 30D | -9.5% | +7.5% | -16.9% | -9.1% |
| 3M | -27.3% | +129.1% | -156.4% | -20.5% |
| 6M | -43.3% | +71.7% | -115.0% | -38.1% |
| YTD | -30.9% | +45.5% | -76.4% | -25.6% |
| 1Y | -47.2% | -2.7% | -44.4% | -44.4% |
| All | -65.9% | -89.4% | +23.4% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling