-98.9%
VXX vs DECK
+522.6%
-621.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +4.3% | -17.6% | -10.2% |
| 7D | -1.2% | +6.4% | -7.6% | +4.6% |
| 30D | +11.9% | +9.1% | +2.9% | +21.2% |
| 3M | -6.4% | -7.2% | +0.8% | -9.6% |
| 6M | -32.2% | -9.9% | -22.3% | -35.3% |
| YTD | -28.1% | -12.8% | -15.4% | -30.4% |
| 1Y | -45.4% | +10.6% | -56.0% | -36.3% |
| 3Y | -77.1% | -13.8% | -63.3% | -70.8% |
| 5Y | -94.4% | +27.6% | -122.0% | -88.0% |
| All | -98.9% | +522.6% | -621.5% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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