-95.7%
VXX vs D
+3.6%
-99.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.8% |
| 7D | +2.0% | -2.2% | +4.2% | +0.8% |
| 30D | -7.1% | -4.5% | -2.6% | -9.1% |
| 3M | -28.6% | -2.5% | -26.1% | -29.5% |
| 6M | -44.0% | +5.5% | -49.5% | -42.0% |
| YTD | -31.7% | +13.3% | -45.0% | -26.7% |
| 1Y | -46.3% | +11.8% | -58.2% | -42.8% |
| 3Y | -78.3% | +56.7% | -135.0% | -70.2% |
| All | -95.7% | +3.6% | -99.3% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling