-99.0%
VXX vs CAPR
-46.3%
-52.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.4% | +1.5% |
| 7D | +1.6% | -12.6% | +14.2% | +1.0% |
| 30D | -9.5% | +124.4% | -133.9% | -5.8% |
| 3M | -27.3% | -66.8% | +39.5% | -28.6% |
| 6M | -43.3% | -71.8% | +28.5% | -44.5% |
| YTD | -30.9% | -70.1% | +39.2% | -32.0% |
| 1Y | -47.2% | +33.3% | -80.5% | -39.8% |
| 3Y | -78.5% | +36.7% | -115.2% | -72.8% |
| 5Y | -95.6% | +72.5% | -168.1% | -94.1% |
| All | -99.0% | -46.3% | -52.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling