-51.1%
VXX vs SONY
-6.4%
-44.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.8% | -8.8% |
| 7D | -4.1% | +2.9% | -7.0% | -3.0% |
| 30D | -0.8% | +10.2% | -11.1% | +3.2% |
| 3M | -19.8% | +16.1% | -35.9% | -14.4% |
| 6M | -40.5% | +32.1% | -72.6% | -30.5% |
| YTD | -35.5% | +1.4% | -36.9% | -36.7% |
| 1Y | -51.1% | -7.0% | -44.1% | -55.1% |
| All | -51.1% | -6.4% | -44.7% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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