-51.1%
VXX vs ALLE
+18.6%
-69.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.8% | -11.4% | -9.2% |
| 7D | -4.1% | +6.7% | -10.8% | -2.5% |
| 30D | -0.8% | +25.4% | -26.2% | +5.4% |
| 3M | -19.8% | +16.9% | -36.7% | -16.7% |
| 6M | -40.5% | +46.6% | -87.1% | -31.6% |
| YTD | -35.5% | +22.4% | -58.0% | -25.4% |
| 1Y | -51.1% | +17.7% | -68.8% | -45.5% |
| All | -51.1% | +18.6% | -69.7% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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