-49.9%
VXX vs EFX
-25.2%
-24.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +6.9% | -1.2% |
| 7D | -3.5% | -8.6% | +5.2% | -5.8% |
| 30D | -13.6% | +0.1% | -13.7% | -13.4% |
| 3M | -24.6% | +3.8% | -28.4% | -23.2% |
| 6M | -39.9% | -13.5% | -26.4% | -42.6% |
| YTD | -33.1% | -17.7% | -15.4% | -37.9% |
| 1Y | -49.9% | -25.6% | -24.3% | -54.1% |
| All | -49.9% | -25.2% | -24.7% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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