-95.7%
VXX vs ETR
+122.3%
-218.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +2.0% | -1.8% | +3.8% | +0.8% |
| 30D | -7.1% | -1.8% | -5.3% | -8.1% |
| 3M | -28.6% | -3.6% | -25.1% | -30.1% |
| 6M | -44.0% | +2.6% | -46.6% | -42.6% |
| YTD | -31.7% | +16.0% | -47.8% | -23.5% |
| 1Y | -46.3% | +20.1% | -66.5% | -38.0% |
| 3Y | -78.3% | +143.6% | -221.8% | -57.4% |
| All | -95.7% | +122.3% | -218.0% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling