-76.2%
VXX vs CART
+135.4%
-211.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.5% |
| 7D | -14.7% | +1.3% | -16.0% | -14.3% |
| 30D | +8.9% | +19.2% | -10.3% | +15.2% |
| 3M | -4.5% | +17.6% | -22.1% | +0.9% |
| 6M | -34.0% | +47.4% | -81.3% | -24.6% |
| YTD | -29.2% | +30.9% | -60.1% | -22.0% |
| 1Y | -46.8% | +46.0% | -92.8% | -38.5% |
| 3Y | -76.2% | +130.3% | -206.6% | -67.5% |
| All | -76.2% | +135.4% | -211.6% | -67.5% |
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