-49.9%
VXX vs COMP
+22.2%
-72.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.7% |
| 7D | -3.5% | +1.4% | -4.9% | -3.0% |
| 30D | -13.6% | -13.3% | -0.3% | -17.0% |
| 3M | -24.6% | +41.1% | -65.7% | -14.7% |
| 6M | -39.9% | +17.2% | -57.0% | -33.1% |
| YTD | -33.1% | +5.2% | -38.3% | -27.1% |
| 1Y | -49.9% | +18.9% | -68.8% | -42.9% |
| All | -49.9% | +22.2% | -72.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling