-98.6%
VXX vs ONTO
+696.1%
-794.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -1.5% |
| 7D | +2.0% | +4.9% | -3.0% | +5.2% |
| 30D | -7.1% | -16.6% | +9.5% | -16.4% |
| 3M | -28.6% | -7.3% | -21.3% | -28.1% |
| 6M | -44.0% | +45.9% | -89.9% | -20.3% |
| YTD | -31.7% | +78.2% | -109.9% | +14.8% |
| 1Y | -46.3% | +159.8% | -206.2% | +21.0% |
| 3Y | -78.3% | +123.4% | -201.7% | -34.1% |
| 5Y | -95.8% | +265.8% | -361.6% | -75.6% |
| All | -98.6% | +696.1% | -794.7% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling