-51.1%
VXX vs AU
+42.5%
-93.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.0% | -17.6% | -6.8% |
| 7D | -4.1% | +0.8% | -4.9% | -3.2% |
| 30D | -0.8% | -7.0% | +6.1% | -2.1% |
| 3M | -19.8% | +8.5% | -28.3% | -15.7% |
| 6M | -40.5% | -1.3% | -39.2% | -37.7% |
| YTD | -35.5% | +6.8% | -42.3% | -28.7% |
| 1Y | -51.1% | +44.6% | -95.7% | -34.4% |
| All | -51.1% | +42.5% | -93.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling