-46.3%
VXX vs EFX
-30.9%
-15.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.1% |
| 7D | +2.0% | -4.5% | +6.5% | +0.7% |
| 30D | -7.1% | -6.1% | -1.0% | -8.5% |
| 3M | -28.6% | +6.2% | -34.8% | -26.1% |
| 6M | -44.0% | -11.2% | -32.8% | -45.7% |
| YTD | -31.7% | -21.4% | -10.3% | -38.0% |
| 1Y | -46.3% | -34.3% | -12.0% | -52.6% |
| All | -46.3% | -30.9% | -15.5% | -52.6% |
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