-98.9%
VXX vs BEN
+17.8%
-116.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +1.8% |
| 7D | +7.2% | +0.3% | +6.8% | +7.6% |
| 30D | -5.8% | +0.9% | -6.7% | -4.8% |
| 3M | -29.0% | +9.2% | -38.2% | -21.3% |
| 6M | -44.0% | +36.8% | -80.8% | -18.7% |
| YTD | -28.7% | +44.4% | -73.1% | +11.6% |
| 1Y | -45.2% | +45.8% | -91.0% | -11.4% |
| 3Y | -77.8% | +52.5% | -130.4% | -53.3% |
| 5Y | -95.6% | +37.7% | -133.3% | -89.7% |
| All | -98.9% | +17.8% | -116.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling