-99.0%
VXX vs ES
+55.7%
-154.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +0.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -9.5% | -1.0% | -8.4% | -10.0% |
| 3M | -27.3% | +1.5% | -28.8% | -26.6% |
| 6M | -43.3% | -3.5% | -39.8% | -44.2% |
| YTD | -30.9% | +7.0% | -37.8% | -27.5% |
| 1Y | -47.2% | +15.3% | -62.5% | -41.2% |
| 3Y | -78.5% | +30.2% | -108.7% | -72.4% |
| 5Y | -95.6% | -4.3% | -91.3% | -95.2% |
| All | -99.0% | +55.7% | -154.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling