-99.0%
VXX vs A
+111.2%
-210.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -1.0% |
| 7D | +2.0% | -2.6% | +4.6% | -1.0% |
| 30D | -7.1% | -0.9% | -6.2% | -7.6% |
| 3M | -28.6% | +13.6% | -42.3% | -15.9% |
| 6M | -44.0% | +27.8% | -71.8% | -22.1% |
| YTD | -31.7% | +8.6% | -40.4% | -21.8% |
| 1Y | -46.3% | +16.9% | -63.2% | -31.4% |
| 3Y | -78.3% | +32.9% | -111.2% | -58.3% |
| 5Y | -95.8% | -14.1% | -81.7% | -95.2% |
| All | -99.0% | +111.2% | -210.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling