-49.9%
VXX vs SONY
-10.8%
-39.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | -0.3% |
| 7D | -3.5% | -1.2% | -2.3% | -4.1% |
| 30D | -13.6% | +9.4% | -23.1% | -9.2% |
| 3M | -24.6% | +10.5% | -35.1% | -20.7% |
| 6M | -39.9% | +11.7% | -51.6% | -35.2% |
| YTD | -33.1% | -4.1% | -29.0% | -36.6% |
| 1Y | -49.9% | -11.8% | -38.1% | -57.5% |
| All | -49.9% | -10.8% | -39.1% | -57.5% |
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