-99.0%
VXX vs SONY
+158.2%
-257.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -2.5% |
| 7D | +2.0% | -2.7% | +4.7% | -0.9% |
| 30D | -7.1% | +1.5% | -8.6% | -5.4% |
| 3M | -28.6% | +13.0% | -41.6% | -18.5% |
| 6M | -44.0% | +11.2% | -55.2% | -36.1% |
| YTD | -31.7% | -6.6% | -25.1% | -36.0% |
| 1Y | -46.3% | -18.1% | -28.2% | -55.9% |
| 3Y | -78.3% | +42.1% | -120.3% | -58.6% |
| 5Y | -95.8% | +11.0% | -106.9% | -93.2% |
| All | -99.0% | +158.2% | -257.2% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling