-51.1%
VXX vs M
+36.6%
-87.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.6% | -17.3% | -6.4% |
| 7D | -4.1% | +8.3% | -12.4% | -0.4% |
| 30D | -0.8% | +14.2% | -15.0% | +5.2% |
| 3M | -19.8% | -1.1% | -18.7% | -19.4% |
| 6M | -40.5% | +36.6% | -77.1% | -29.2% |
| YTD | -35.5% | +19.8% | -55.3% | -26.1% |
| 1Y | -51.1% | +37.2% | -88.3% | -37.1% |
| All | -51.1% | +36.6% | -87.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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