-95.6%
VXX vs AVAV
+58.4%
-154.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +4.2% |
| 7D | +7.2% | -0.1% | +7.2% | +7.2% |
| 30D | -5.8% | -25.0% | +19.1% | -11.6% |
| 3M | -29.0% | -15.0% | -14.1% | -30.5% |
| 6M | -44.0% | -33.6% | -10.4% | -47.2% |
| YTD | -28.7% | -39.2% | +10.5% | -32.8% |
| 1Y | -45.2% | -40.5% | -4.7% | -47.9% |
| 3Y | -77.8% | +29.6% | -107.4% | -71.8% |
| 5Y | -95.6% | +56.7% | -152.3% | -94.0% |
| All | -95.6% | +58.4% | -154.1% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling