-66.5%
VXX vs ADVB
-88.8%
+22.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.4% |
| 7D | -3.0% | -14.0% | +11.0% | -3.5% |
| 30D | -11.5% | +41.0% | -52.4% | -10.3% |
| 3M | -27.3% | +127.9% | -155.3% | -20.8% |
| 6M | -49.6% | +101.3% | -150.9% | -44.1% |
| YTD | -32.0% | +53.8% | -85.8% | -26.7% |
| 1Y | -48.3% | +4.4% | -52.7% | -45.3% |
| All | -66.5% | -88.8% | +22.3% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling