-99.0%
VXX vs ETSY
+281.1%
-380.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -3.6% |
| 7D | +2.0% | -4.9% | +6.9% | 0.0% |
| 30D | -7.1% | -8.6% | +1.5% | -10.3% |
| 3M | -28.6% | +4.8% | -33.4% | -26.6% |
| 6M | -44.0% | +38.1% | -82.1% | -34.2% |
| YTD | -31.7% | +31.2% | -63.0% | -20.5% |
| 1Y | -46.3% | +22.1% | -68.4% | -37.8% |
| 3Y | -78.3% | +12.2% | -90.5% | -72.1% |
| 5Y | -95.8% | -66.5% | -29.4% | -96.1% |
| All | -99.0% | +281.1% | -380.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling