-49.9%
VXX vs D
+15.7%
-65.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -13.6% | -3.6% | -10.0% | -13.5% |
| 3M | -24.6% | -1.0% | -23.6% | -24.3% |
| 6M | -39.9% | +6.3% | -46.2% | -39.3% |
| YTD | -33.1% | +14.7% | -47.8% | -33.4% |
| 1Y | -49.9% | +16.9% | -66.9% | -50.2% |
| All | -49.9% | +15.7% | -65.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling