-95.7%
VXX vs AGI
+400.3%
-496.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.1% |
| 7D | +2.0% | -2.7% | +4.7% | +1.3% |
| 30D | -7.1% | +7.2% | -14.3% | -5.0% |
| 3M | -28.6% | +4.3% | -32.9% | -26.9% |
| 6M | -44.0% | -27.1% | -16.9% | -46.5% |
| YTD | -31.7% | -6.6% | -25.1% | -30.2% |
| 1Y | -46.3% | +9.5% | -55.9% | -42.2% |
| 3Y | -78.3% | +208.4% | -286.7% | -67.4% |
| All | -95.7% | +400.3% | -496.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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