-49.9%
VXX vs EFV
+30.7%
-80.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.3% |
| 7D | -3.5% | +1.5% | -5.0% | +0.1% |
| 30D | -13.6% | +1.7% | -15.3% | -9.9% |
| 3M | -24.6% | +8.6% | -33.2% | -6.5% |
| 6M | -39.9% | +11.7% | -51.5% | -16.0% |
| YTD | -33.1% | +19.3% | -52.3% | +14.5% |
| 1Y | -49.9% | +30.2% | -80.1% | +11.5% |
| All | -49.9% | +30.7% | -80.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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