-46.3%
VXX vs ESTC
-7.7%
-38.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -9.2% | +11.1% | +0.7% |
| 30D | -7.1% | +8.1% | -15.2% | -5.6% |
| 3M | -28.6% | +38.5% | -67.1% | -24.0% |
| 6M | -44.0% | +57.8% | -101.8% | -38.3% |
| YTD | -31.7% | +10.5% | -42.3% | -28.5% |
| 1Y | -46.3% | -6.4% | -40.0% | -46.9% |
| All | -46.3% | -7.7% | -38.6% | -46.9% |
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