-95.7%
VXX vs BEN
+36.0%
-131.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -3.1% | +5.1% | -1.2% |
| 30D | -7.1% | +0.2% | -7.3% | -6.8% |
| 3M | -28.6% | +6.8% | -35.5% | -22.7% |
| 6M | -44.0% | +38.1% | -82.1% | -17.6% |
| YTD | -31.7% | +44.3% | -76.1% | +7.1% |
| 1Y | -46.3% | +42.6% | -88.9% | -15.0% |
| 3Y | -78.3% | +52.3% | -130.6% | -53.5% |
| All | -95.7% | +36.0% | -131.7% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling