-99.0%
VXX vs ALC
+16.1%
-115.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -5.1% |
| 7D | +2.0% | -6.3% | +8.3% | -4.7% |
| 30D | -7.1% | -10.3% | +3.2% | -16.9% |
| 3M | -28.6% | -0.7% | -27.9% | -29.2% |
| 6M | -44.0% | -17.8% | -26.1% | -54.0% |
| YTD | -31.7% | -15.8% | -15.9% | -41.8% |
| 1Y | -46.3% | -16.7% | -29.6% | -54.3% |
| 3Y | -78.3% | -19.7% | -58.5% | -79.5% |
| 5Y | -95.8% | -19.8% | -76.0% | -95.4% |
| All | -99.0% | +16.1% | -115.2% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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