-45.2%
VXX vs COMP
+7.7%
-52.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.1% | +8.3% | +1.6% |
| 7D | +7.2% | -8.4% | +15.6% | +4.5% |
| 30D | -5.8% | -20.2% | +14.3% | -11.6% |
| 3M | -29.0% | +28.1% | -57.1% | -21.9% |
| 6M | -44.0% | +14.9% | -58.8% | -38.3% |
| YTD | -28.7% | -4.2% | -24.5% | -24.4% |
| 1Y | -45.2% | +10.2% | -55.4% | -39.0% |
| All | -45.2% | +7.7% | -52.8% | -39.0% |
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