-99.0%
VXX vs CAPR
-48.0%
-51.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.3% |
| 7D | +2.0% | -11.0% | +12.9% | +1.5% |
| 30D | -7.1% | +99.8% | -106.9% | -3.8% |
| 3M | -28.6% | -66.6% | +37.9% | -29.9% |
| 6M | -44.0% | -75.1% | +31.1% | -45.4% |
| YTD | -31.7% | -71.0% | +39.3% | -32.9% |
| 1Y | -46.3% | +30.0% | -76.3% | -38.9% |
| 3Y | -78.3% | +29.0% | -107.2% | -72.6% |
| 5Y | -95.8% | +70.8% | -166.6% | -94.4% |
| All | -99.0% | -48.0% | -51.0% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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