-34.0%
VXX vs DGX
+45.7%
-79.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -0.4% | +30.5% | +30.1% |
| 7D | +27.5% | +0.7% | +26.8% | +27.7% |
| 30D | +32.5% | +11.5% | +21.0% | +32.1% |
| 3M | +8.2% | +8.4% | -0.2% | +8.1% |
| 6M | -22.7% | +34.5% | -57.2% | -23.1% |
| YTD | -16.1% | +49.3% | -65.4% | -18.4% |
| 1Y | -34.0% | +45.3% | -79.4% | -36.0% |
| All | -34.0% | +45.7% | -79.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling