-46.3%
VXX vs ALK
-34.8%
-11.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -2.9% |
| 7D | +2.0% | -2.1% | +4.1% | +1.0% |
| 30D | -7.1% | -13.1% | +6.0% | -13.7% |
| 3M | -28.6% | -11.8% | -16.8% | -32.1% |
| 6M | -44.0% | -0.4% | -43.6% | -39.6% |
| YTD | -31.7% | -18.2% | -13.6% | -32.7% |
| 1Y | -46.3% | -35.5% | -10.8% | -48.2% |
| All | -46.3% | -34.8% | -11.5% | -48.2% |
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