-95.7%
VXX vs AVTR
-64.6%
-31.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.5% |
| 7D | +2.0% | -1.1% | +3.0% | +1.4% |
| 30D | -7.1% | +6.3% | -13.4% | -3.8% |
| 3M | -28.6% | +53.3% | -81.9% | -9.5% |
| 6M | -44.0% | +78.6% | -122.6% | -21.1% |
| YTD | -31.7% | +29.2% | -61.0% | -18.6% |
| 1Y | -46.3% | +13.8% | -60.2% | -38.8% |
| 3Y | -78.3% | -27.4% | -50.8% | -78.2% |
| All | -95.7% | -64.6% | -31.1% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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