-49.9%
VXX vs AS
-21.9%
-28.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +2.5% |
| 7D | -3.5% | -4.9% | +1.4% | -6.2% |
| 30D | -13.6% | -19.6% | +6.0% | -23.9% |
| 3M | -24.6% | -14.4% | -10.2% | -30.2% |
| 6M | -39.9% | -20.1% | -19.7% | -43.9% |
| YTD | -33.1% | -20.9% | -12.1% | -37.0% |
| 1Y | -49.9% | -21.9% | -28.1% | -51.0% |
| All | -49.9% | -21.9% | -28.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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