-95.7%
VXX vs EFV
+95.9%
-191.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -1.7% |
| 7D | +2.0% | -0.8% | +2.8% | +0.2% |
| 30D | -7.1% | +0.6% | -7.7% | -5.4% |
| 3M | -28.6% | +7.5% | -36.2% | -14.2% |
| 6M | -44.0% | +13.0% | -57.0% | -21.4% |
| YTD | -31.7% | +18.3% | -50.0% | +8.6% |
| 1Y | -46.3% | +26.7% | -73.1% | +2.3% |
| 3Y | -78.3% | +89.6% | -167.8% | +26.3% |
| All | -95.7% | +95.9% | -191.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling