-51.1%
VXX vs ALK
-1.1%
-50.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.8% | -18.4% | -5.2% |
| 7D | -4.1% | +12.4% | -16.5% | +2.4% |
| 30D | -0.8% | +2.1% | -2.9% | +0.8% |
| 3M | -19.8% | -23.9% | +4.1% | -30.2% |
| 6M | -40.5% | +8.2% | -48.7% | -34.0% |
| YTD | -35.5% | -20.5% | -15.1% | -36.9% |
| 1Y | -51.1% | -1.0% | -50.1% | -43.0% |
| All | -51.1% | -1.1% | -50.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling