-99.0%
VXX vs ESI
+213.8%
-312.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -3.8% |
| 7D | +2.0% | -4.6% | +6.6% | -2.8% |
| 30D | -7.1% | -10.5% | +3.4% | -17.0% |
| 3M | -28.6% | -19.8% | -8.8% | -42.3% |
| 6M | -44.0% | +5.8% | -49.8% | -36.2% |
| YTD | -31.7% | +38.3% | -70.0% | +9.2% |
| 1Y | -46.3% | +31.5% | -77.9% | -15.9% |
| 3Y | -78.3% | +80.7% | -158.9% | -35.3% |
| 5Y | -95.8% | +69.4% | -165.3% | -85.5% |
| All | -99.0% | +213.8% | -312.7% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling