-78.3%
VXX vs M
+112.2%
-190.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.7% | -12.0% | -0.1% |
| 7D | +2.0% | -4.2% | +6.2% | +0.1% |
| 30D | -7.1% | -7.2% | +0.1% | -10.3% |
| 3M | -28.6% | -11.1% | -17.5% | -32.4% |
| 6M | -44.0% | +28.8% | -72.8% | -33.3% |
| YTD | -31.7% | +2.0% | -33.8% | -27.8% |
| 1Y | -46.3% | +31.3% | -77.6% | -32.6% |
| 3Y | -78.3% | +119.1% | -197.3% | -53.1% |
| All | -78.3% | +112.2% | -190.5% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling