-99.0%
VXX vs ITUB
+81.8%
-180.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.0% |
| 7D | +2.0% | +2.2% | -0.2% | +3.5% |
| 30D | -7.1% | +12.6% | -19.7% | +1.4% |
| 3M | -28.6% | +6.4% | -35.0% | -24.7% |
| 6M | -44.0% | +0.6% | -44.6% | -41.6% |
| YTD | -31.7% | +18.8% | -50.6% | -18.6% |
| 1Y | -46.3% | +31.0% | -77.4% | -30.6% |
| 3Y | -78.3% | +118.1% | -196.3% | -55.5% |
| 5Y | -95.8% | +193.0% | -288.9% | -88.0% |
| All | -99.0% | +81.8% | -180.8% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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