-97.3%
VXX vs COMP
-52.3%
-45.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.1% | +8.3% | +1.8% |
| 7D | +7.2% | -8.4% | +15.6% | +4.8% |
| 30D | -5.8% | -20.2% | +14.3% | -10.9% |
| 3M | -29.0% | +28.1% | -57.1% | -23.1% |
| 6M | -44.0% | +14.9% | -58.8% | -39.2% |
| YTD | -28.7% | -4.2% | -24.5% | -24.9% |
| 1Y | -45.2% | +10.2% | -55.4% | -39.4% |
| 3Y | -77.8% | +203.3% | -281.1% | -64.3% |
| 5Y | -95.6% | -29.2% | -66.4% | -94.5% |
| All | -97.3% | -52.3% | -45.0% | -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