-95.6%
VXX vs ALLE
+9.7%
-105.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +2.9% |
| 7D | +7.2% | -2.8% | +9.9% | +4.5% |
| 30D | -5.8% | -10.2% | +4.4% | -14.6% |
| 3M | -29.0% | +17.4% | -46.5% | -16.6% |
| 6M | -44.0% | +3.3% | -47.3% | -41.3% |
| YTD | -28.7% | -4.2% | -24.4% | -30.2% |
| 1Y | -45.2% | -10.5% | -34.6% | -49.7% |
| 3Y | -77.8% | +45.4% | -123.2% | -61.2% |
| 5Y | -95.6% | +11.9% | -107.6% | -94.3% |
| All | -95.6% | +9.7% | -105.4% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling