-99.0%
VXX vs LEN
+28.7%
-127.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -2.7% |
| 7D | +2.0% | -4.8% | +6.7% | -1.4% |
| 30D | -7.1% | -6.6% | -0.5% | -11.3% |
| 3M | -28.6% | -15.7% | -13.0% | -36.5% |
| 6M | -44.0% | -16.6% | -27.3% | -49.4% |
| YTD | -31.7% | -21.3% | -10.4% | -40.4% |
| 1Y | -46.3% | -42.0% | -4.3% | -62.4% |
| 3Y | -78.3% | -27.9% | -50.3% | -79.1% |
| 5Y | -95.8% | -10.7% | -85.1% | -94.4% |
| All | -99.0% | +28.7% | -127.7% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling