-46.3%
VXX vs D
+13.5%
-59.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.2% |
| 7D | +2.0% | -2.2% | +4.2% | +2.1% |
| 30D | -7.1% | -4.5% | -2.6% | -6.9% |
| 3M | -28.6% | -2.5% | -26.1% | -28.3% |
| 6M | -44.0% | +5.5% | -49.5% | -43.7% |
| YTD | -31.7% | +13.3% | -45.0% | -32.2% |
| 1Y | -46.3% | +11.8% | -58.2% | -47.5% |
| All | -46.3% | +13.5% | -59.8% | -47.5% |
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