-51.1%
VXX vs ESTC
+1.6%
-52.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.8% | -9.8% |
| 7D | -4.1% | -15.9% | +11.8% | -6.8% |
| 30D | -0.8% | -5.5% | +4.7% | -1.6% |
| 3M | -19.8% | +26.2% | -46.0% | -16.1% |
| 6M | -40.5% | +77.0% | -117.5% | -32.6% |
| YTD | -35.5% | +18.9% | -54.4% | -32.3% |
| 1Y | -51.1% | +1.3% | -52.4% | -49.0% |
| All | -51.1% | +1.6% | -52.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling