-78.3%
VXX vs MNDY
-49.4%
-28.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.5% |
| 7D | +2.0% | -4.6% | +6.6% | +0.3% |
| 30D | -7.1% | +1.0% | -8.1% | -6.0% |
| 3M | -28.6% | +9.1% | -37.8% | -25.3% |
| 6M | -44.0% | +14.2% | -58.2% | -39.3% |
| YTD | -31.7% | -41.1% | +9.4% | -46.2% |
| 1Y | -46.3% | -54.7% | +8.4% | -62.7% |
| 3Y | -78.3% | -50.6% | -27.7% | -80.7% |
| All | -78.3% | -49.4% | -28.8% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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