-99.0%
VXX vs COO
+5.8%
-104.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | -5.0% |
| 7D | +1.6% | -9.0% | +10.5% | -8.0% |
| 30D | -9.5% | -16.8% | +7.4% | -25.7% |
| 3M | -27.3% | -7.5% | -19.8% | -32.9% |
| 6M | -43.3% | -16.3% | -27.0% | -52.7% |
| YTD | -30.9% | -22.5% | -8.3% | -46.3% |
| 1Y | -47.2% | -7.0% | -40.2% | -48.8% |
| 3Y | -78.5% | -27.5% | -51.0% | -82.0% |
| 5Y | -95.6% | -43.3% | -52.3% | -97.1% |
| All | -99.0% | +5.8% | -104.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling