-95.7%
VXX vs IT
-42.9%
-52.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.5% | -1.2% |
| 7D | +2.0% | -3.7% | +5.6% | +0.1% |
| 30D | -7.1% | +0.1% | -7.2% | -6.4% |
| 3M | -28.6% | +20.7% | -49.3% | -20.1% |
| 6M | -44.0% | +12.0% | -56.0% | -40.7% |
| YTD | -31.7% | -28.8% | -2.9% | -50.2% |
| 1Y | -46.3% | -25.5% | -20.8% | -58.4% |
| 3Y | -78.3% | -48.8% | -29.5% | -86.9% |
| All | -95.7% | -42.9% | -52.7% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling