-95.6%
VXX vs ALK
-31.3%
-64.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +2.7% |
| 7D | +7.2% | -3.1% | +10.3% | +4.8% |
| 30D | -5.8% | -17.1% | +11.3% | -17.7% |
| 3M | -29.0% | -3.8% | -25.3% | -29.3% |
| 6M | -44.0% | -5.3% | -38.7% | -42.2% |
| YTD | -28.7% | -20.3% | -8.4% | -33.1% |
| 1Y | -45.2% | -36.0% | -9.2% | -55.5% |
| 3Y | -77.8% | +0.8% | -78.6% | -65.9% |
| 5Y | -95.6% | -28.5% | -67.1% | -93.8% |
| All | -95.6% | -31.3% | -64.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling