-44.0%
VXX vs MTB
+15.8%
-59.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +3.6% |
| 7D | +7.2% | -0.4% | +7.6% | +6.7% |
| 30D | -5.8% | -4.6% | -1.2% | -10.0% |
| 3M | -29.0% | +7.4% | -36.5% | -20.7% |
| 6M | -44.0% | +18.7% | -62.7% | -19.2% |
| All | -44.0% | +15.8% | -59.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 6mo: compounded portfolio wealth divided by compounded MTB 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…
6mo analysis · Full analysis span regression · 6 months rolling