-34.0%
VXX vs ETSY
+58.1%
-92.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -4.9% | +35.0% | +28.6% |
| 7D | +27.5% | -0.1% | +27.6% | +28.0% |
| 30D | +32.5% | +28.2% | +4.3% | +40.6% |
| 3M | +8.2% | +6.6% | +1.6% | +10.2% |
| 6M | -22.7% | +45.4% | -68.1% | -12.8% |
| YTD | -16.1% | +65.1% | -81.2% | +0.1% |
| 1Y | -34.0% | +51.8% | -85.9% | -24.5% |
| All | -34.0% | +58.1% | -92.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 1y: compounded portfolio wealth divided by compounded ETSY 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…
1y analysis · Full analysis span regression · 6 months rolling