-78.3%
VXX vs EFX
-12.2%
-66.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.9% |
| 7D | +2.0% | -4.5% | +6.5% | -1.2% |
| 30D | -7.1% | -6.1% | -1.0% | -10.7% |
| 3M | -28.6% | +6.2% | -34.8% | -24.4% |
| 6M | -44.0% | -11.2% | -32.8% | -48.1% |
| YTD | -31.7% | -21.4% | -10.3% | -42.5% |
| 1Y | -46.3% | -34.3% | -12.0% | -61.5% |
| 3Y | -78.3% | -12.5% | -65.7% | -78.2% |
| All | -78.3% | -12.2% | -66.1% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling