-46.2%
VXX vs DVA
+42.2%
-88.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.9% |
| 7D | +2.9% | +2.9% | 0.0% | +2.9% |
| 30D | -5.8% | +5.1% | -11.0% | -5.8% |
| 3M | -24.7% | -9.3% | -15.4% | -24.3% |
| 6M | -48.1% | +25.6% | -73.7% | -47.1% |
| YTD | -31.1% | +66.6% | -97.8% | -28.7% |
| All | -46.2% | +42.2% | -88.4% | -46.6% |
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