-97.5%
VXX vs COMP
-47.7%
-49.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.7% |
| 7D | -3.5% | +1.4% | -4.9% | -3.1% |
| 30D | -13.6% | -13.3% | -0.3% | -16.5% |
| 3M | -24.6% | +41.1% | -65.7% | -16.2% |
| 6M | -39.9% | +17.2% | -57.0% | -34.1% |
| YTD | -33.1% | +5.2% | -38.3% | -27.8% |
| 1Y | -49.9% | +18.9% | -68.8% | -43.5% |
| 3Y | -79.1% | +215.9% | -295.0% | -66.0% |
| 5Y | -95.6% | -31.2% | -64.4% | -94.5% |
| All | -97.5% | -47.7% | -49.8% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling