-77.1%
VXX vs CART
+40.2%
-117.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | -4.5% | +17.6% | -22.1% | +0.6% |
| 6M | -34.0% | +47.4% | -81.3% | -25.1% |
| YTD | -29.2% | +30.9% | -60.1% | -22.2% |
| 1Y | -46.8% | +46.0% | -92.8% | -39.0% |
| 3Y | -76.2% | +130.3% | -206.6% | -67.4% |
| All | -77.1% | +40.2% | -117.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling