-95.7%
VXX vs SONY
+9.6%
-105.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.8% |
| 7D | +2.0% | -2.7% | +4.7% | -0.4% |
| 30D | -7.1% | +1.5% | -8.6% | -5.6% |
| 3M | -28.6% | +13.0% | -41.6% | -20.0% |
| 6M | -44.0% | +11.2% | -55.2% | -37.1% |
| YTD | -31.7% | -6.6% | -25.1% | -35.4% |
| 1Y | -46.3% | -18.1% | -28.2% | -54.7% |
| 3Y | -78.3% | +42.1% | -120.3% | -62.2% |
| All | -95.7% | +9.6% | -105.3% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling