-95.5%
VXX vs ES
-5.5%
-90.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.2% | +2.1% |
| 7D | +7.2% | -3.5% | +10.6% | +5.3% |
| 30D | -5.8% | -3.0% | -2.8% | -7.2% |
| 3M | -29.0% | -0.3% | -28.7% | -29.0% |
| 6M | -44.0% | -5.2% | -38.8% | -45.1% |
| YTD | -28.7% | +4.8% | -33.5% | -26.3% |
| 1Y | -45.2% | +12.7% | -57.9% | -40.1% |
| 3Y | -77.8% | +27.5% | -105.3% | -72.4% |
| All | -95.5% | -5.5% | -90.0% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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