-99.4%
VXX vs DBX
+22.6%
-122.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.7% | -3.3% |
| 7D | +2.0% | +2.1% | -0.1% | +3.4% |
| 30D | -7.1% | +5.7% | -12.8% | -3.3% |
| 3M | -28.6% | +31.8% | -60.4% | -14.0% |
| 6M | -44.0% | +37.5% | -81.4% | -30.5% |
| YTD | -31.7% | +27.9% | -59.6% | -19.2% |
| 1Y | -46.3% | +15.0% | -61.4% | -40.5% |
| 3Y | -78.3% | +27.2% | -105.4% | -69.4% |
| 5Y | -95.8% | +12.8% | -108.6% | -93.5% |
| All | -99.4% | +22.6% | -122.1% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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