-69.5%
VXX vs AS
+107.2%
-176.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | -0.2% |
| 7D | +1.6% | -2.8% | +4.3% | -0.1% |
| 30D | -9.5% | -23.2% | +13.8% | -22.7% |
| 3M | -27.3% | -20.1% | -7.2% | -35.8% |
| 6M | -43.3% | -18.5% | -24.8% | -47.8% |
| YTD | -30.9% | -25.6% | -5.2% | -38.7% |
| 1Y | -47.2% | -24.4% | -22.8% | -51.8% |
| All | -69.5% | +107.2% | -176.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling