-78.3%
VXX vs ATI
+341.0%
-419.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -5.6% | +7.6% | -1.9% |
| 30D | -7.1% | -13.7% | +6.6% | -16.0% |
| 3M | -28.6% | -0.4% | -28.3% | -27.7% |
| 6M | -44.0% | +26.2% | -70.2% | -29.9% |
| YTD | -31.7% | +73.2% | -104.9% | +8.9% |
| 1Y | -46.3% | +161.6% | -208.0% | +18.7% |
| 3Y | -78.3% | +346.2% | -424.4% | -19.2% |
| All | -78.3% | +341.0% | -419.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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