-95.7%
VXX vs APD
+22.2%
-117.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.9% |
| 7D | +2.0% | -3.3% | +5.2% | -0.6% |
| 30D | -7.1% | -4.2% | -2.9% | -10.0% |
| 3M | -28.6% | +5.4% | -34.1% | -25.3% |
| 6M | -44.0% | +6.3% | -50.2% | -41.0% |
| YTD | -31.7% | +20.3% | -52.1% | -19.4% |
| 1Y | -46.3% | +1.6% | -47.9% | -45.2% |
| 3Y | -78.3% | +4.0% | -82.3% | -75.5% |
| All | -95.7% | +22.2% | -117.9% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling