-46.3%
VXX vs AR
+18.5%
-64.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.3% |
| 7D | +2.0% | -2.5% | +4.5% | +1.9% |
| 30D | -7.1% | +2.5% | -9.6% | -7.0% |
| 3M | -28.6% | +12.3% | -40.9% | -28.4% |
| 6M | -44.0% | -3.1% | -40.9% | -44.5% |
| YTD | -31.7% | +11.5% | -43.3% | -28.9% |
| 1Y | -46.3% | +17.0% | -63.4% | -41.5% |
| All | -46.3% | +18.5% | -64.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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