-99.0%
VXX vs DG
+33.1%
-132.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.8% |
| 7D | +2.0% | -6.5% | +8.5% | -0.6% |
| 30D | -7.1% | +4.2% | -11.3% | -5.3% |
| 3M | -28.6% | +9.5% | -38.1% | -25.5% |
| 6M | -44.0% | -13.1% | -30.8% | -46.2% |
| YTD | -31.7% | -4.8% | -26.9% | -31.7% |
| 1Y | -46.3% | +20.6% | -67.0% | -39.9% |
| 3Y | -78.3% | +4.9% | -83.2% | -77.1% |
| 5Y | -95.8% | -37.9% | -58.0% | -97.0% |
| All | -99.0% | +33.1% | -132.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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