-98.9%
VXX vs ALLE
+148.8%
-247.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +3.4% |
| 7D | -14.7% | +3.6% | -18.2% | -10.8% |
| 30D | +8.9% | +25.9% | -17.0% | +41.7% |
| 3M | -4.5% | +15.8% | -20.3% | +13.4% |
| 6M | -34.0% | +48.1% | -82.1% | +4.6% |
| YTD | -29.2% | +22.0% | -51.2% | -9.6% |
| 1Y | -46.8% | +18.0% | -64.9% | -34.5% |
| 3Y | -76.2% | +93.1% | -169.3% | -38.4% |
| 5Y | -94.3% | +52.1% | -146.3% | -87.0% |
| All | -98.9% | +148.8% | -247.7% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling