-49.9%
VXX vs LEN
-37.1%
-12.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -4.6% |
| 30D | -13.6% | -4.9% | -8.7% | -15.1% |
| 3M | -24.6% | -8.5% | -16.1% | -26.5% |
| 6M | -39.9% | -20.7% | -19.2% | -42.6% |
| YTD | -33.1% | -17.4% | -15.6% | -35.0% |
| 1Y | -49.9% | -38.2% | -11.7% | -55.6% |
| All | -49.9% | -37.1% | -12.8% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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