-99.0%
VXX vs INVH
+54.6%
-153.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.4% |
| 7D | +2.0% | -3.0% | +5.0% | -1.3% |
| 30D | -7.1% | -7.5% | +0.4% | -14.7% |
| 3M | -28.6% | -5.5% | -23.1% | -33.2% |
| 6M | -44.0% | +11.7% | -55.7% | -36.3% |
| YTD | -31.7% | +1.3% | -33.1% | -30.3% |
| 1Y | -46.3% | -6.1% | -40.3% | -49.5% |
| 3Y | -78.3% | -9.8% | -68.5% | -78.0% |
| 5Y | -95.8% | -19.7% | -76.1% | -95.8% |
| All | -99.0% | +54.6% | -153.6% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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