-99.0%
VXX vs AZO
+262.9%
-361.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -3.6% | +5.5% | -0.9% |
| 30D | -7.1% | -5.6% | -1.5% | -11.2% |
| 3M | -28.6% | -6.6% | -22.0% | -32.7% |
| 6M | -44.0% | -22.5% | -21.5% | -54.5% |
| YTD | -31.7% | -15.2% | -16.6% | -39.6% |
| 1Y | -46.3% | -33.9% | -12.4% | -62.2% |
| 3Y | -78.3% | +11.8% | -90.1% | -73.5% |
| 5Y | -95.8% | +85.5% | -181.4% | -90.3% |
| All | -99.0% | +262.9% | -361.9% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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