-78.3%
VXX vs JAAA
+19.0%
-97.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -2.9% |
| 7D | +2.0% | +0.1% | +1.9% | +3.5% |
| 30D | -7.1% | +0.5% | -7.6% | +2.1% |
| 3M | -28.6% | +1.3% | -29.9% | -10.6% |
| 6M | -44.0% | +2.8% | -46.8% | -7.8% |
| YTD | -31.7% | +3.3% | -35.0% | +22.1% |
| 1Y | -46.3% | +4.9% | -51.3% | +26.0% |
| 3Y | -78.3% | +19.0% | -97.2% | -36.6% |
| All | -78.3% | +19.0% | -97.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling