-99.0%
VXX vs D
+25.3%
-124.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -5.0% |
| 7D | +2.0% | -2.2% | +4.2% | +0.5% |
| 30D | -7.1% | -4.5% | -2.6% | -9.7% |
| 3M | -28.6% | -2.5% | -26.1% | -29.8% |
| 6M | -44.0% | +5.5% | -49.5% | -41.6% |
| YTD | -31.7% | +13.3% | -45.0% | -25.6% |
| 1Y | -46.3% | +11.8% | -58.2% | -42.0% |
| 3Y | -78.3% | +56.7% | -135.0% | -68.6% |
| 5Y | -95.8% | +4.3% | -100.1% | -95.3% |
| All | -99.0% | +25.3% | -124.3% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling