-95.7%
VXX vs M
+28.6%
-124.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.7% | -12.0% | -0.7% |
| 7D | +2.0% | -4.2% | +6.2% | +0.4% |
| 30D | -7.1% | -7.2% | +0.1% | -9.8% |
| 3M | -28.6% | -11.1% | -17.5% | -31.7% |
| 6M | -44.0% | +28.8% | -72.8% | -35.4% |
| YTD | -31.7% | +2.0% | -33.8% | -28.4% |
| 1Y | -46.3% | +31.3% | -77.6% | -35.4% |
| 3Y | -78.3% | +119.1% | -197.3% | -60.5% |
| All | -95.7% | +28.6% | -124.3% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling