-78.3%
VXX vs CHD
+0.7%
-79.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +2.0% | -4.5% | +6.4% | +1.9% |
| 30D | -7.1% | -6.7% | -0.4% | -7.2% |
| 3M | -28.6% | -2.7% | -25.9% | -28.7% |
| 6M | -44.0% | -4.9% | -39.0% | -43.9% |
| YTD | -31.7% | +13.3% | -45.1% | -31.2% |
| 1Y | -46.3% | +1.0% | -47.4% | -46.5% |
| 3Y | -78.3% | +1.3% | -79.6% | -77.7% |
| All | -78.3% | +0.7% | -79.0% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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