-78.3%
VXX vs ED
+33.0%
-111.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | -7.1% | -0.4% | -6.7% | -6.9% |
| 3M | -28.6% | +0.5% | -29.1% | -28.7% |
| 6M | -44.0% | -3.1% | -40.8% | -43.2% |
| YTD | -31.7% | +9.8% | -41.6% | -34.0% |
| 1Y | -46.3% | +12.6% | -58.9% | -48.5% |
| 3Y | -78.3% | +31.4% | -109.7% | -77.6% |
| All | -78.3% | +33.0% | -111.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling