-46.3%
VXX vs SONY
-16.9%
-29.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.5% |
| 7D | +2.0% | -2.7% | +4.7% | +0.7% |
| 30D | -7.1% | +1.5% | -8.6% | -6.2% |
| 3M | -28.6% | +13.0% | -41.6% | -23.5% |
| 6M | -44.0% | +11.2% | -55.2% | -39.4% |
| YTD | -31.7% | -6.6% | -25.1% | -36.5% |
| 1Y | -46.3% | -18.1% | -28.2% | -56.2% |
| All | -46.3% | -16.9% | -29.4% | -56.2% |
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