-99.0%
VXX vs ENB
+102.6%
-201.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -5.4% |
| 7D | +2.0% | -4.7% | +6.6% | -3.4% |
| 30D | -7.1% | -5.9% | -1.2% | -13.5% |
| 3M | -28.6% | -14.2% | -14.4% | -40.8% |
| 6M | -44.0% | -8.6% | -35.4% | -49.7% |
| YTD | -31.7% | +3.9% | -35.6% | -28.9% |
| 1Y | -46.3% | +1.8% | -48.2% | -45.4% |
| 3Y | -78.3% | +68.5% | -146.8% | -55.1% |
| 5Y | -95.8% | +62.4% | -158.3% | -90.7% |
| All | -99.0% | +102.6% | -201.6% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 all: compounded portfolio wealth divided by compounded ENB 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…
all analysis · Full analysis span regression · 6 months rolling