-46.3%
VXX vs ALLE
-10.0%
-36.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.7% |
| 7D | +2.0% | -2.4% | +4.4% | +1.1% |
| 30D | -7.1% | -7.7% | +0.6% | -9.7% |
| 3M | -28.6% | +15.2% | -43.8% | -23.5% |
| 6M | -44.0% | +5.4% | -49.4% | -41.7% |
| YTD | -31.7% | -2.9% | -28.8% | -27.2% |
| 1Y | -46.3% | -12.8% | -33.6% | -46.0% |
| All | -46.3% | -10.0% | -36.3% | -46.0% |
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