-95.7%
VXX vs COO
-52.5%
-43.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.6% |
| 7D | +2.0% | -22.5% | +24.5% | -15.3% |
| 30D | -7.1% | -29.7% | +22.6% | -28.5% |
| 3M | -28.6% | -20.1% | -8.5% | -39.0% |
| 6M | -44.0% | -26.9% | -17.1% | -55.1% |
| YTD | -31.7% | -34.2% | +2.5% | -49.1% |
| 1Y | -46.3% | -21.3% | -25.1% | -53.2% |
| 3Y | -78.3% | -38.7% | -39.6% | -82.4% |
| All | -95.7% | -52.5% | -43.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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