-77.3%
VXX vs ALLY
+64.5%
-141.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +4.0% |
| 7D | +7.2% | -3.3% | +10.4% | +3.7% |
| 30D | -5.8% | -4.1% | -1.8% | -9.5% |
| 3M | -29.0% | +1.4% | -30.4% | -27.0% |
| 6M | -44.0% | +14.4% | -58.4% | -33.4% |
| YTD | -28.7% | -4.9% | -23.7% | -28.4% |
| 1Y | -45.2% | +5.5% | -50.7% | -36.6% |
| All | -77.3% | +64.5% | -141.7% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling