-77.3%
VXX vs AR
+44.8%
-122.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.2% |
| 7D | +7.2% | -1.3% | +8.5% | +6.5% |
| 30D | -5.8% | +3.5% | -9.4% | -4.2% |
| 3M | -29.0% | +9.9% | -38.9% | -25.9% |
| 6M | -44.0% | +4.5% | -48.5% | -43.0% |
| YTD | -28.7% | +13.7% | -42.3% | -23.4% |
| 1Y | -45.2% | +19.2% | -64.4% | -37.7% |
| All | -77.3% | +44.8% | -122.0% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling