-99.0%
VXX vs ALLE
+98.0%
-197.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.7% |
| 7D | +2.0% | -2.4% | +4.4% | -0.7% |
| 30D | -7.1% | -7.7% | +0.6% | -14.9% |
| 3M | -28.6% | +15.2% | -43.8% | -15.7% |
| 6M | -44.0% | +5.4% | -49.4% | -39.5% |
| YTD | -31.7% | -2.9% | -28.8% | -32.9% |
| 1Y | -46.3% | -12.8% | -33.6% | -53.4% |
| 3Y | -78.3% | +47.2% | -125.4% | -58.2% |
| 5Y | -95.8% | +13.5% | -109.3% | -93.3% |
| All | -99.0% | +98.0% | -197.0% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling