-99.0%
VXX vs ALK
-30.7%
-68.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -2.4% |
| 7D | +2.0% | -2.1% | +4.1% | +0.6% |
| 30D | -7.1% | -13.1% | +6.0% | -16.0% |
| 3M | -28.6% | -11.8% | -16.8% | -33.8% |
| 6M | -44.0% | -0.4% | -43.6% | -40.0% |
| YTD | -31.7% | -18.2% | -13.6% | -34.8% |
| 1Y | -46.3% | -35.5% | -10.8% | -56.1% |
| 3Y | -78.3% | +1.8% | -80.1% | -67.2% |
| 5Y | -95.8% | -26.6% | -69.2% | -94.0% |
| All | -99.0% | -30.7% | -68.2% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling