-99.0%
VXX vs AVAV
+174.1%
-273.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.4% |
| 7D | +2.0% | +1.4% | +0.6% | +2.5% |
| 30D | -7.1% | -24.3% | +17.2% | -15.5% |
| 3M | -28.6% | -20.1% | -8.5% | -32.9% |
| 6M | -44.0% | -29.4% | -14.6% | -48.1% |
| YTD | -31.7% | -39.3% | +7.6% | -38.4% |
| 1Y | -46.3% | -39.3% | -7.0% | -50.5% |
| 3Y | -78.3% | +29.5% | -107.7% | -67.9% |
| 5Y | -95.8% | +56.3% | -152.2% | -92.5% |
| All | -99.0% | +174.1% | -273.0% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling