-99.0%
VXX vs FIVE
+278.9%
-377.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +2.0% |
| 7D | -3.0% | +3.7% | -6.7% | -0.8% |
| 30D | -11.5% | +4.0% | -15.4% | -9.1% |
| 3M | -27.3% | +36.2% | -63.6% | -11.3% |
| 6M | -49.6% | +18.0% | -67.6% | -42.6% |
| YTD | -32.0% | +34.9% | -66.9% | -14.6% |
| 1Y | -48.3% | +67.9% | -116.2% | -23.1% |
| 3Y | -78.9% | +57.3% | -136.2% | -61.1% |
| 5Y | -95.6% | +39.5% | -135.1% | -91.1% |
| All | -99.0% | +278.9% | -377.9% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling