-51.1%
VXX vs LEN
-21.9%
-29.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.1% | -16.7% | -7.3% |
| 7D | -4.1% | +10.5% | -14.6% | -0.6% |
| 30D | -0.8% | +24.6% | -25.5% | +7.4% |
| 3M | -19.8% | +6.6% | -26.4% | -18.1% |
| 6M | -40.5% | +10.6% | -51.1% | -37.3% |
| YTD | -35.5% | -8.3% | -27.2% | -35.2% |
| 1Y | -51.1% | -22.5% | -28.6% | -53.8% |
| All | -51.1% | -21.9% | -29.2% | -53.8% |
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