-99.0%
VXX vs ALLY
+78.9%
-177.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.5% |
| 7D | +2.0% | -3.8% | +5.8% | -1.4% |
| 30D | -7.1% | -4.9% | -2.2% | -11.0% |
| 3M | -28.6% | -2.6% | -26.0% | -29.6% |
| 6M | -44.0% | +15.7% | -59.7% | -34.2% |
| YTD | -31.7% | -5.2% | -26.6% | -31.5% |
| 1Y | -46.3% | +2.8% | -49.2% | -40.5% |
| 3Y | -78.3% | +63.4% | -141.7% | -55.0% |
| 5Y | -95.8% | -2.6% | -93.2% | -93.2% |
| All | -99.0% | +78.9% | -177.8% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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