-51.1%
VXX vs FIVE
+63.3%
-114.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.7% | -16.3% | -7.0% |
| 7D | -4.1% | +7.5% | -11.6% | -1.0% |
| 30D | -0.8% | +16.7% | -17.5% | +5.3% |
| 3M | -19.8% | +13.4% | -33.2% | -14.9% |
| 6M | -40.5% | +9.0% | -49.5% | -39.4% |
| YTD | -35.5% | +33.8% | -69.3% | -19.0% |
| 1Y | -51.1% | +61.2% | -112.3% | -27.3% |
| All | -51.1% | +63.3% | -114.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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