-95.6%
VXX vs COMP
-28.2%
-67.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | +1.6% | +0.8% | +0.7% | +1.8% |
| 30D | -9.5% | -13.9% | +4.4% | -12.6% |
| 3M | -27.3% | +30.7% | -58.0% | -20.8% |
| 6M | -43.3% | +18.7% | -62.0% | -37.9% |
| YTD | -30.9% | +1.0% | -31.9% | -26.2% |
| 1Y | -47.2% | +15.1% | -62.3% | -41.0% |
| 3Y | -78.5% | +219.8% | -298.3% | -65.1% |
| 5Y | -95.6% | -28.7% | -67.0% | -94.7% |
| All | -95.6% | -28.2% | -67.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling