-99.0%
VXX vs DECK
+490.8%
-589.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +1.7% |
| 7D | -3.5% | -2.2% | -1.3% | -5.0% |
| 30D | -13.6% | -13.6% | 0.0% | -22.3% |
| 3M | -24.6% | -21.2% | -3.3% | -36.3% |
| 6M | -39.9% | -21.1% | -18.8% | -47.6% |
| YTD | -33.1% | -17.2% | -15.8% | -38.7% |
| 1Y | -49.9% | -30.7% | -19.2% | -59.4% |
| 3Y | -79.1% | -3.4% | -75.8% | -70.9% |
| 5Y | -95.6% | +25.5% | -121.1% | -90.7% |
| All | -99.0% | +490.8% | -589.8% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling