-78.3%
VXX vs IT
-49.4%
-28.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.5% | -2.1% |
| 7D | +2.0% | -3.7% | +5.6% | +0.7% |
| 30D | -7.1% | +0.1% | -7.2% | -6.5% |
| 3M | -28.6% | +20.7% | -49.3% | -22.5% |
| 6M | -44.0% | +12.0% | -56.0% | -41.6% |
| YTD | -31.7% | -28.8% | -2.9% | -48.3% |
| 1Y | -46.3% | -25.5% | -20.8% | -57.0% |
| 3Y | -78.3% | -48.8% | -29.5% | -89.1% |
| All | -78.3% | -49.4% | -28.9% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling