-44.0%
VXX vs BEN
+37.1%
-81.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -3.1% | +5.1% | -0.8% |
| 30D | -7.1% | +0.2% | -7.3% | -6.8% |
| 3M | -28.6% | +6.8% | -35.5% | -22.2% |
| 6M | -44.0% | +38.1% | -82.1% | -6.7% |
| All | -44.0% | +37.1% | -81.0% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling