-77.3%
VXX vs CAPR
+31.5%
-108.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.1% |
| 7D | +7.2% | -10.6% | +17.7% | +6.9% |
| 30D | -5.8% | +111.2% | -117.0% | -4.1% |
| 3M | -29.0% | -67.2% | +38.2% | -29.7% |
| 6M | -44.0% | -75.1% | +31.2% | -44.8% |
| YTD | -28.7% | -71.2% | +42.6% | -29.4% |
| 1Y | -45.2% | +31.1% | -76.3% | -41.0% |
| All | -77.3% | +31.5% | -108.8% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling