-95.6%
VXX vs FIVE
+30.6%
-126.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +2.0% |
| 7D | +7.2% | +0.6% | +6.6% | +7.5% |
| 30D | -5.8% | +3.0% | -8.8% | -4.1% |
| 3M | -29.0% | +23.2% | -52.2% | -20.4% |
| 6M | -44.0% | +9.2% | -53.1% | -40.1% |
| YTD | -28.7% | +28.1% | -56.8% | -15.8% |
| 1Y | -45.2% | +65.3% | -110.4% | -24.1% |
| 3Y | -77.8% | +49.4% | -127.2% | -61.7% |
| 5Y | -95.6% | +29.5% | -125.2% | -93.0% |
| All | -95.6% | +30.6% | -126.3% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling