-99.0%
VXX vs DGX
+165.9%
-264.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.9% |
| 7D | +2.0% | -0.9% | +2.9% | +1.4% |
| 30D | -7.1% | -1.2% | -5.9% | -7.7% |
| 3M | -28.6% | +15.8% | -44.4% | -19.6% |
| 6M | -44.0% | +18.2% | -62.2% | -35.6% |
| YTD | -31.7% | +37.2% | -68.9% | -10.6% |
| 1Y | -46.3% | +30.4% | -76.7% | -32.7% |
| 3Y | -78.3% | +96.7% | -175.0% | -57.6% |
| 5Y | -95.8% | +67.2% | -163.0% | -92.6% |
| All | -99.0% | +165.9% | -264.9% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling