-95.7%
VXX vs ESTC
-47.6%
-48.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -9.2% | +11.1% | -1.5% |
| 30D | -7.1% | +8.1% | -15.2% | -3.4% |
| 3M | -28.6% | +38.5% | -67.1% | -17.9% |
| 6M | -44.0% | +57.8% | -101.8% | -31.1% |
| YTD | -31.7% | +10.5% | -42.3% | -26.1% |
| 1Y | -46.3% | -6.4% | -40.0% | -45.3% |
| 3Y | -78.3% | +4.7% | -82.9% | -72.4% |
| All | -95.7% | -47.6% | -48.1% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling