-64.9%
VXX vs ADVB
-88.9%
+24.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +3.3% |
| 7D | +7.2% | -5.9% | +13.0% | +7.0% |
| 30D | -5.8% | +13.9% | -19.7% | -5.3% |
| 3M | -29.0% | +127.3% | -156.4% | -22.6% |
| 6M | -44.0% | +77.0% | -121.0% | -38.9% |
| YTD | -28.7% | +51.5% | -80.2% | -23.1% |
| 1Y | -45.2% | -11.3% | -33.9% | -43.7% |
| All | -64.9% | -88.9% | +24.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling