-51.1%
VXX vs COMP
+23.8%
-74.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.7% | -17.4% | -7.1% |
| 7D | -4.1% | +9.5% | -13.6% | -0.8% |
| 30D | -0.8% | +8.1% | -8.9% | +2.5% |
| 3M | -19.8% | -16.3% | -3.5% | -23.1% |
| 6M | -40.5% | +42.2% | -82.7% | -29.1% |
| YTD | -35.5% | -5.0% | -30.5% | -31.7% |
| 1Y | -51.1% | +20.1% | -71.2% | -38.0% |
| All | -51.1% | +23.8% | -74.9% | -38.0% |
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