-99.0%
VXX vs ET
+138.0%
-237.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -5.0% |
| 7D | +2.0% | +0.2% | +1.7% | +2.1% |
| 30D | -7.1% | +2.9% | -10.0% | -4.7% |
| 3M | -28.6% | +16.8% | -45.4% | -17.9% |
| 6M | -44.0% | +18.9% | -62.9% | -34.7% |
| YTD | -31.7% | +37.7% | -69.4% | -8.6% |
| 1Y | -46.3% | +32.4% | -78.8% | -30.2% |
| 3Y | -78.3% | +99.5% | -177.7% | -53.2% |
| 5Y | -95.8% | +244.0% | -339.8% | -84.0% |
| All | -99.0% | +138.0% | -237.0% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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