-78.3%
VXX vs FIVE
+50.7%
-129.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.6% |
| 7D | +2.0% | -3.0% | +5.0% | +0.6% |
| 30D | -7.1% | +2.7% | -9.8% | -5.6% |
| 3M | -28.6% | +21.1% | -49.7% | -21.2% |
| 6M | -44.0% | +11.9% | -55.9% | -39.4% |
| YTD | -31.7% | +29.9% | -61.6% | -19.2% |
| 1Y | -46.3% | +67.8% | -114.1% | -25.9% |
| 3Y | -78.3% | +52.8% | -131.0% | -50.3% |
| All | -78.3% | +50.7% | -129.0% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling