-99.0%
VXX vs CHD
+113.5%
-212.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -4.5% | +6.4% | -0.1% |
| 30D | -7.1% | -6.7% | -0.4% | -10.0% |
| 3M | -28.6% | -2.7% | -25.9% | -29.5% |
| 6M | -44.0% | -4.9% | -39.0% | -45.1% |
| YTD | -31.7% | +13.3% | -45.1% | -26.8% |
| 1Y | -46.3% | +1.0% | -47.4% | -45.9% |
| 3Y | -78.3% | +1.3% | -79.6% | -77.5% |
| 5Y | -95.8% | +20.8% | -116.7% | -94.9% |
| All | -99.0% | +113.5% | -212.5% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling