-98.9%
VXX vs D
+26.6%
-125.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.1% |
| 7D | +7.2% | -1.6% | +8.8% | +6.1% |
| 30D | -5.8% | -3.5% | -2.3% | -7.9% |
| 3M | -29.0% | -1.6% | -27.4% | -29.7% |
| 6M | -44.0% | +5.8% | -49.8% | -41.5% |
| YTD | -28.7% | +14.5% | -43.2% | -21.7% |
| 1Y | -45.2% | +14.2% | -59.3% | -39.9% |
| 3Y | -77.8% | +59.0% | -136.8% | -67.6% |
| 5Y | -95.6% | +5.4% | -101.0% | -95.1% |
| All | -98.9% | +26.6% | -125.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling