-99.9%
DFNS vs VXX
-99.0%
-0.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.9% |
| 7D | +4.6% | +1.6% | +3.1% | +4.3% |
| 30D | -73.9% | -9.5% | -64.4% | -73.4% |
| 3M | -71.7% | -27.3% | -44.4% | -70.0% |
| 6M | -94.6% | -43.3% | -51.3% | -94.1% |
| YTD | -98.1% | -30.9% | -67.2% | -98.0% |
| 1Y | -98.3% | -47.2% | -51.1% | -98.2% |
| 3Y | -99.9% | -78.5% | -21.4% | -99.9% |
| 5Y | -99.9% | -95.6% | -4.3% | -99.9% |
| All | -99.9% | -99.0% | -0.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling