-99.0%
VXX vs DTE
+98.2%
-197.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -5.5% |
| 7D | +2.0% | -2.6% | +4.5% | -0.6% |
| 30D | -7.1% | -4.4% | -2.7% | -11.1% |
| 3M | -28.6% | -8.3% | -20.3% | -34.5% |
| 6M | -44.0% | -8.1% | -35.9% | -48.2% |
| YTD | -31.7% | +4.4% | -36.2% | -28.5% |
| 1Y | -46.3% | +0.2% | -46.5% | -46.0% |
| 3Y | -78.3% | +42.6% | -120.9% | -67.1% |
| 5Y | -95.8% | +31.5% | -127.3% | -93.8% |
| All | -99.0% | +98.2% | -197.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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