-51.1%
VXX vs IT
-17.9%
-33.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.5% | -11.1% | -9.6% |
| 7D | -4.1% | -5.5% | +1.4% | -4.1% |
| 30D | -0.8% | +10.3% | -11.2% | -0.2% |
| 3M | -19.8% | +11.5% | -31.3% | -19.2% |
| 6M | -40.5% | +40.3% | -80.8% | -39.3% |
| YTD | -35.5% | -17.9% | -17.7% | -44.6% |
| 1Y | -51.1% | -8.8% | -42.3% | -55.1% |
| All | -51.1% | -17.9% | -33.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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