-98.9%
VXX vs ATI
+589.1%
-688.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.8% | +0.9% |
| 7D | +7.2% | -2.7% | +9.9% | +5.5% |
| 30D | -5.8% | -13.5% | +7.7% | -13.7% |
| 3M | -29.0% | +8.5% | -37.5% | -24.0% |
| 6M | -44.0% | +25.2% | -69.2% | -32.4% |
| YTD | -28.7% | +73.4% | -102.1% | +6.7% |
| 1Y | -45.2% | +160.5% | -205.7% | +7.8% |
| 3Y | -77.8% | +347.3% | -425.1% | -24.9% |
| 5Y | -95.6% | +1,049.0% | -1,144.6% | -69.7% |
| All | -98.9% | +589.1% | -688.0% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling