-95.7%
VXX vs LEN
-11.2%
-84.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -2.8% |
| 7D | +2.0% | -4.8% | +6.7% | -1.1% |
| 30D | -7.1% | -6.6% | -0.5% | -11.0% |
| 3M | -28.6% | -15.7% | -13.0% | -36.1% |
| 6M | -44.0% | -16.6% | -27.3% | -49.0% |
| YTD | -31.7% | -21.3% | -10.4% | -39.8% |
| 1Y | -46.3% | -42.0% | -4.3% | -61.9% |
| 3Y | -78.3% | -27.9% | -50.3% | -78.4% |
| All | -95.7% | -11.2% | -84.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling