-78.0%
VXX vs CART
+14.3%
-92.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | -0.2% |
| 7D | -3.0% | -4.1% | +1.1% | -4.1% |
| 30D | -11.5% | -4.3% | -7.1% | -12.5% |
| 3M | -27.3% | +13.1% | -40.5% | -24.1% |
| 6M | -49.6% | +26.0% | -75.6% | -45.1% |
| YTD | -32.0% | +6.7% | -38.8% | -29.9% |
| 1Y | -48.3% | +6.3% | -54.6% | -46.3% |
| All | -78.0% | +14.3% | -92.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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