-98.3%
VXX vs AFRM
-21.4%
-76.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.1% | -9.4% | -2.9% |
| 7D | +2.0% | -1.3% | +3.2% | +1.8% |
| 30D | -7.1% | -2.7% | -4.4% | -7.3% |
| 3M | -28.6% | +7.4% | -36.1% | -26.1% |
| 6M | -44.0% | +40.7% | -84.6% | -35.9% |
| YTD | -31.7% | -4.0% | -27.7% | -28.6% |
| 1Y | -46.3% | -12.2% | -34.1% | -43.9% |
| 3Y | -78.3% | +203.1% | -281.4% | -60.8% |
| 5Y | -95.8% | -42.2% | -53.6% | -92.5% |
| All | -98.3% | -21.4% | -76.9% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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