-78.3%
VXX vs ETR
+143.8%
-222.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +2.0% | -1.8% | +3.8% | +0.9% |
| 30D | -7.1% | -1.8% | -5.3% | -8.1% |
| 3M | -28.6% | -3.6% | -25.1% | -30.0% |
| 6M | -44.0% | +2.6% | -46.6% | -42.5% |
| YTD | -31.7% | +16.0% | -47.8% | -23.3% |
| 1Y | -46.3% | +20.1% | -66.5% | -37.8% |
| 3Y | -78.3% | +143.6% | -221.8% | -55.9% |
| All | -78.3% | +143.8% | -222.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling