-51.1%
VXX vs APD
+36.4%
-87.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.9% | -11.5% | -9.4% |
| 7D | -4.1% | +3.8% | -7.9% | -3.6% |
| 30D | -0.8% | +14.1% | -14.9% | +1.2% |
| 3M | -19.8% | +8.2% | -28.0% | -18.7% |
| 6M | -40.5% | +7.5% | -48.0% | -39.6% |
| YTD | -35.5% | +31.7% | -67.2% | -32.9% |
| 1Y | -51.1% | +35.1% | -86.2% | -49.5% |
| All | -51.1% | +36.4% | -87.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling