-44.4%
VXX vs AS
-3.0%
-41.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.0% | +1.5% |
| 7D | -17.5% | -3.6% | -13.9% | -19.0% |
| 30D | +9.8% | +3.4% | +6.4% | +12.5% |
| 3M | -5.9% | -8.6% | +2.7% | -9.5% |
| 6M | -34.1% | -10.0% | -24.0% | -36.1% |
| YTD | -30.8% | -19.2% | -11.7% | -32.8% |
| 1Y | -44.4% | -3.8% | -40.6% | -43.7% |
| All | -44.4% | -3.0% | -41.4% | -43.7% |
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