-95.7%
VXX vs DGX
+66.8%
-162.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.5% |
| 7D | +2.0% | -0.9% | +2.9% | +1.6% |
| 30D | -7.1% | -1.2% | -5.9% | -7.4% |
| 3M | -28.6% | +15.8% | -44.4% | -23.3% |
| 6M | -44.0% | +18.2% | -62.2% | -39.0% |
| YTD | -31.7% | +37.2% | -68.9% | -19.0% |
| 1Y | -46.3% | +30.4% | -76.7% | -38.1% |
| 3Y | -78.3% | +96.7% | -175.0% | -66.1% |
| All | -95.7% | +66.8% | -162.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling