-70.4%
VXX vs AS
+131.9%
-202.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.8% | -7.7% |
| 7D | +4.0% | -3.0% | +7.1% | +2.7% |
| 30D | +6.4% | +9.6% | -3.2% | +13.5% |
| 3M | -11.5% | -8.2% | -3.3% | -14.8% |
| 6M | -37.7% | -9.9% | -27.7% | -40.0% |
| YTD | -32.9% | -16.8% | -16.2% | -35.6% |
| 1Y | -45.9% | +3.0% | -48.8% | -40.4% |
| All | -70.4% | +131.9% | -202.4% | -44.5% |
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