-78.3%
VXX vs ALM
+1,801.8%
-1,880.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -5.1% |
| 7D | +2.0% | -11.8% | +13.8% | +0.5% |
| 30D | -7.1% | +7.8% | -14.9% | -5.9% |
| 3M | -28.6% | -9.3% | -19.4% | -28.4% |
| 6M | -44.0% | -30.5% | -13.5% | -44.0% |
| YTD | -31.7% | +75.8% | -107.6% | -25.1% |
| 1Y | -46.3% | +241.2% | -287.5% | -36.6% |
| 3Y | -78.3% | +1,872.6% | -1,950.9% | -72.4% |
| All | -78.3% | +1,801.8% | -1,880.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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