-99.0%
VXX vs AR
+92.6%
-191.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.3% |
| 7D | -3.0% | -1.8% | -1.2% | -3.5% |
| 30D | -11.5% | +12.6% | -24.1% | -8.4% |
| 3M | -27.3% | +10.0% | -37.4% | -25.4% |
| 6M | -49.6% | +0.6% | -50.2% | -49.5% |
| YTD | -32.0% | +13.4% | -45.4% | -29.4% |
| 1Y | -48.3% | +21.7% | -70.0% | -44.5% |
| 3Y | -78.9% | +45.8% | -124.7% | -74.0% |
| 5Y | -95.6% | +144.3% | -239.8% | -93.2% |
| All | -99.0% | +92.6% | -191.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling