-99.0%
VXX vs IT
+27.5%
-126.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.5% | +0.1% |
| 7D | +2.0% | -3.7% | +5.6% | -0.8% |
| 30D | -7.1% | +0.1% | -7.2% | -6.3% |
| 3M | -28.6% | +20.7% | -49.3% | -17.2% |
| 6M | -44.0% | +12.0% | -56.0% | -39.7% |
| YTD | -31.7% | -28.8% | -2.9% | -53.1% |
| 1Y | -46.3% | -25.5% | -20.8% | -60.6% |
| 3Y | -78.3% | -48.8% | -29.5% | -87.6% |
| 5Y | -95.8% | -42.7% | -53.1% | -96.6% |
| All | -99.0% | +27.5% | -126.5% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling