-95.7%
VXX vs ETSY
-66.2%
-29.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.7% |
| 7D | +2.0% | -4.9% | +6.9% | +0.2% |
| 30D | -7.1% | -8.6% | +1.5% | -10.0% |
| 3M | -28.6% | +4.8% | -33.4% | -26.7% |
| 6M | -44.0% | +38.1% | -82.1% | -34.9% |
| YTD | -31.7% | +31.2% | -63.0% | -21.3% |
| 1Y | -46.3% | +22.1% | -68.4% | -38.3% |
| 3Y | -78.3% | +12.2% | -90.5% | -72.3% |
| All | -95.7% | -66.2% | -29.5% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling