-99.0%
VXX vs ESTC
+23.7%
-122.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +0.8% |
| 7D | +1.6% | -3.3% | +4.9% | +0.2% |
| 30D | -9.5% | +13.4% | -22.9% | -3.0% |
| 3M | -27.3% | +41.3% | -68.6% | -13.3% |
| 6M | -43.3% | +62.6% | -105.9% | -26.3% |
| YTD | -30.9% | +14.8% | -45.6% | -22.8% |
| 1Y | -47.2% | -5.1% | -42.1% | -45.8% |
| 3Y | -78.5% | +11.2% | -89.7% | -70.4% |
| 5Y | -95.6% | -47.0% | -48.6% | -95.0% |
| All | -99.0% | +23.7% | -122.7% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling