-78.3%
VXX vs ESI
+74.1%
-152.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -3.8% |
| 7D | +2.0% | -4.6% | +6.6% | -2.5% |
| 30D | -7.1% | -10.5% | +3.4% | -16.4% |
| 3M | -28.6% | -19.8% | -8.8% | -41.4% |
| 6M | -44.0% | +5.8% | -49.8% | -34.0% |
| YTD | -31.7% | +38.3% | -70.0% | +17.2% |
| 1Y | -46.3% | +31.5% | -77.9% | -10.3% |
| 3Y | -78.3% | +80.7% | -158.9% | -33.0% |
| All | -78.3% | +74.1% | -152.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling