-49.9%
VXX vs AVAV
-39.1%
-10.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.3% |
| 7D | -3.5% | -2.2% | -1.3% | -3.8% |
| 30D | -13.6% | -13.9% | +0.3% | -15.5% |
| 3M | -24.6% | -29.2% | +4.6% | -28.0% |
| 6M | -39.9% | -36.1% | -3.7% | -42.6% |
| YTD | -33.1% | -40.2% | +7.1% | -37.1% |
| 1Y | -49.9% | -36.2% | -13.7% | -60.0% |
| All | -49.9% | -39.1% | -10.8% | -60.0% |
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