-99.0%
VXX vs M
+12.6%
-111.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | -0.1% |
| 7D | +1.6% | -4.1% | +5.6% | -0.2% |
| 30D | -9.5% | -13.6% | +4.2% | -14.9% |
| 3M | -27.3% | -2.3% | -25.0% | -27.4% |
| 6M | -43.3% | +21.9% | -65.2% | -37.0% |
| YTD | -30.9% | -0.6% | -30.3% | -28.7% |
| 1Y | -47.2% | +29.7% | -76.9% | -37.7% |
| 3Y | -78.5% | +107.3% | -185.8% | -62.9% |
| 5Y | -95.6% | +20.5% | -116.1% | -92.6% |
| All | -99.0% | +12.6% | -111.6% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling