-98.9%
VXX vs A
+105.7%
-204.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +1.8% |
| 7D | +7.2% | -4.6% | +11.7% | +1.3% |
| 30D | -5.8% | -4.3% | -1.6% | -10.4% |
| 3M | -29.0% | +8.9% | -38.0% | -20.8% |
| 6M | -44.0% | +24.5% | -68.5% | -24.7% |
| YTD | -28.7% | +5.8% | -34.5% | -21.0% |
| 1Y | -45.2% | +16.2% | -61.4% | -30.3% |
| 3Y | -77.8% | +28.5% | -106.3% | -59.4% |
| 5Y | -95.6% | -16.3% | -79.3% | -95.1% |
| All | -98.9% | +105.7% | -204.7% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling