-99.0%
VXX vs AVAV
+177.9%
-276.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +2.5% |
| 7D | -3.0% | +3.2% | -6.2% | -1.9% |
| 30D | -11.5% | -20.3% | +8.9% | -18.0% |
| 3M | -27.3% | -19.4% | -7.9% | -31.3% |
| 6M | -49.6% | -35.3% | -14.3% | -54.8% |
| YTD | -32.0% | -38.5% | +6.5% | -38.4% |
| 1Y | -48.3% | -37.2% | -11.1% | -51.7% |
| 3Y | -78.9% | +31.1% | -110.0% | -68.7% |
| 5Y | -95.6% | +41.0% | -136.6% | -92.5% |
| All | -99.0% | +177.9% | -276.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling