-99.0%
VXX vs ALC
+20.4%
-119.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +0.7% |
| 7D | +1.6% | -5.3% | +6.8% | -4.0% |
| 30D | -9.5% | -7.1% | -2.4% | -16.0% |
| 3M | -27.3% | +0.8% | -28.1% | -26.6% |
| 6M | -43.3% | -16.0% | -27.3% | -52.3% |
| YTD | -30.9% | -12.7% | -18.1% | -38.8% |
| 1Y | -47.2% | -12.8% | -34.3% | -52.8% |
| 3Y | -78.5% | -15.8% | -62.7% | -78.7% |
| 5Y | -95.6% | -16.7% | -79.0% | -95.0% |
| All | -99.0% | +20.4% | -119.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling