-34.0%
VXX vs DVA
+62.8%
-96.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +1.1% | +29.0% | +30.1% |
| 7D | +27.5% | +0.8% | +26.7% | +27.7% |
| 30D | +32.5% | +8.0% | +24.5% | +32.3% |
| 3M | +8.2% | +3.2% | +5.0% | +8.3% |
| 6M | -22.7% | +24.1% | -46.7% | -21.7% |
| YTD | -16.1% | +71.5% | -87.6% | -15.1% |
| 1Y | -34.0% | +60.8% | -94.8% | -34.5% |
| All | -34.0% | +62.8% | -96.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling