-99.0%
VXX vs AVTR
+0.6%
-99.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.6% |
| 7D | +2.0% | -1.1% | +3.0% | +1.3% |
| 30D | -7.1% | +6.3% | -13.4% | -2.9% |
| 3M | -28.6% | +53.3% | -81.9% | -4.1% |
| 6M | -44.0% | +78.6% | -122.6% | -14.6% |
| YTD | -31.7% | +29.2% | -61.0% | -15.5% |
| 1Y | -46.3% | +13.8% | -60.2% | -37.7% |
| 3Y | -78.3% | -27.4% | -50.8% | -78.5% |
| 5Y | -95.8% | -65.0% | -30.8% | -97.5% |
| All | -99.0% | +0.6% | -99.6% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling