-78.3%
VXX vs SONY
+42.2%
-120.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.9% |
| 7D | +2.0% | -2.7% | +4.7% | -0.3% |
| 30D | -7.1% | +1.5% | -8.6% | -5.7% |
| 3M | -28.6% | +13.0% | -41.6% | -20.3% |
| 6M | -44.0% | +11.2% | -55.2% | -37.3% |
| YTD | -31.7% | -6.6% | -25.1% | -36.0% |
| 1Y | -46.3% | -18.1% | -28.2% | -55.4% |
| 3Y | -78.3% | +42.1% | -120.3% | -61.2% |
| All | -78.3% | +42.2% | -120.5% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling