-98.3%
DFNS vs VXX
-51.1%
-47.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.9% |
| 7D | -16.0% | -3.5% | -12.5% | -17.3% |
| 30D | -77.7% | -13.6% | -64.1% | -79.2% |
| 3M | -77.2% | -24.6% | -52.6% | -79.8% |
| 6M | -95.2% | -39.9% | -55.3% | -95.9% |
| YTD | -98.0% | -33.1% | -64.9% | -98.1% |
| 1Y | -98.3% | -49.9% | -48.3% | -98.4% |
| All | -98.3% | -51.1% | -47.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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