-99.0%
VXX vs ALLE
+101.5%
-200.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +0.7% |
| 7D | -3.0% | +2.8% | -5.8% | +0.1% |
| 30D | -11.5% | -7.6% | -3.8% | -19.0% |
| 3M | -27.3% | +22.8% | -50.1% | -7.4% |
| 6M | -49.6% | +4.6% | -54.2% | -46.1% |
| YTD | -32.0% | -1.2% | -30.8% | -31.9% |
| 1Y | -48.3% | -9.1% | -39.2% | -52.9% |
| 3Y | -78.9% | +50.0% | -128.8% | -58.5% |
| 5Y | -95.6% | +15.2% | -110.8% | -92.8% |
| All | -99.0% | +101.5% | -200.5% | -94.1% |
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