-70.0%
VXX vs AS
+114.1%
-184.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | -0.2% |
| 7D | -3.0% | -2.6% | -0.4% | -4.6% |
| 30D | -11.5% | -22.1% | +10.7% | -23.8% |
| 3M | -27.3% | -15.3% | -12.0% | -33.6% |
| 6M | -49.6% | -15.6% | -34.0% | -52.6% |
| YTD | -32.0% | -23.2% | -8.9% | -38.6% |
| 1Y | -48.3% | -21.7% | -26.6% | -51.9% |
| All | -70.0% | +114.1% | -184.1% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling