-95.7%
VXX vs MKTX
-60.5%
-35.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.0% | -0.2% | +2.2% | +1.9% |
| 30D | -7.1% | +0.7% | -7.8% | -6.9% |
| 3M | -28.6% | +40.8% | -69.4% | -20.7% |
| 6M | -44.0% | -8.0% | -36.0% | -44.9% |
| YTD | -31.7% | -8.7% | -23.0% | -32.9% |
| 1Y | -46.3% | -11.8% | -34.5% | -47.8% |
| 3Y | -78.3% | -24.0% | -54.2% | -78.9% |
| All | -95.7% | -60.5% | -35.2% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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