-98.9%
VXX vs ALM
+1,511.5%
-1,610.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +2.1% |
| 7D | +7.2% | -7.1% | +14.3% | +6.4% |
| 30D | -5.8% | +24.7% | -30.5% | -3.1% |
| 3M | -29.0% | +8.3% | -37.3% | -27.4% |
| 6M | -44.0% | -22.2% | -21.8% | -43.4% |
| YTD | -28.7% | +88.1% | -116.8% | -20.9% |
| 1Y | -45.2% | +272.4% | -317.5% | -34.1% |
| 3Y | -77.8% | +2,004.1% | -2,081.9% | -66.6% |
| 5Y | -95.6% | +915.8% | -1,011.4% | -93.7% |
| All | -98.9% | +1,511.5% | -1,610.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling