-51.1%
VXX vs AVAV
-68.0%
+16.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.3% | -1.3% | -11.0% |
| 7D | -4.1% | -10.1% | +6.0% | -5.7% |
| 30D | -0.8% | -18.7% | +17.9% | -4.0% |
| 3M | -19.8% | -33.0% | +13.2% | -24.5% |
| 6M | -40.5% | -37.2% | -3.3% | -43.7% |
| YTD | -35.5% | -53.2% | +17.6% | -42.0% |
| 1Y | -51.1% | -69.0% | +17.9% | -64.5% |
| All | -51.1% | -68.0% | +16.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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