-95.7%
VXX vs AU
+686.2%
-781.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.2% |
| 7D | +2.0% | -4.3% | +6.2% | +1.3% |
| 30D | -7.1% | +7.3% | -14.4% | -5.7% |
| 3M | -28.6% | +26.3% | -55.0% | -25.0% |
| 6M | -44.0% | +1.8% | -45.8% | -42.0% |
| YTD | -31.7% | +26.8% | -58.5% | -27.0% |
| 1Y | -46.3% | +66.7% | -113.0% | -40.1% |
| 3Y | -78.3% | +579.1% | -657.3% | -69.8% |
| All | -95.7% | +686.2% | -781.9% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling