-97.4%
VXX vs COMP
-52.0%
-45.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.8% |
| 7D | -14.7% | 0.0% | -14.7% | -14.3% |
| 30D | +8.9% | +16.6% | -7.7% | +15.4% |
| 3M | -4.5% | -23.5% | +19.0% | -8.9% |
| 6M | -34.0% | +25.7% | -59.7% | -27.0% |
| YTD | -29.2% | -3.4% | -25.8% | -23.8% |
| 1Y | -46.8% | +7.6% | -54.4% | -40.9% |
| 3Y | -76.2% | +423.6% | -499.8% | -56.5% |
| 5Y | -94.3% | -10.6% | -83.7% | -92.2% |
| All | -97.4% | -52.0% | -45.4% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling