-78.3%
VXX vs NYT
+56.2%
-134.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.0% |
| 7D | +2.0% | -0.6% | +2.6% | +1.7% |
| 30D | -7.1% | +4.6% | -11.7% | -4.7% |
| 3M | -28.6% | -9.6% | -19.1% | -32.6% |
| 6M | -44.0% | -14.0% | -30.0% | -48.7% |
| YTD | -31.7% | -2.8% | -28.9% | -30.6% |
| 1Y | -46.3% | +15.6% | -61.9% | -36.5% |
| 3Y | -78.3% | +56.3% | -134.6% | -59.1% |
| All | -78.3% | +56.2% | -134.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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