-78.0%
VXX vs COMP
+214.1%
-292.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.5% |
| 7D | +1.6% | +0.8% | +0.7% | +1.9% |
| 30D | -9.5% | -13.9% | +4.4% | -13.4% |
| 3M | -27.3% | +30.7% | -58.0% | -19.1% |
| 6M | -43.3% | +18.7% | -62.0% | -36.7% |
| YTD | -30.9% | +1.0% | -31.9% | -25.3% |
| 1Y | -47.2% | +15.1% | -62.3% | -39.5% |
| All | -78.0% | +214.1% | -292.1% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling