-99.0%
VXX vs AU
+976.9%
-1,075.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.2% |
| 7D | +2.0% | -4.3% | +6.2% | +1.5% |
| 30D | -7.1% | +7.3% | -14.4% | -6.1% |
| 3M | -28.6% | +26.3% | -55.0% | -26.2% |
| 6M | -44.0% | +1.8% | -45.8% | -42.7% |
| YTD | -31.7% | +26.8% | -58.5% | -28.5% |
| 1Y | -46.3% | +66.7% | -113.0% | -42.2% |
| 3Y | -78.3% | +579.1% | -657.3% | -73.1% |
| 5Y | -95.8% | +689.3% | -785.2% | -94.7% |
| All | -99.0% | +976.9% | -1,075.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling