-49.9%
VXX vs P
+32.0%
-81.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.9% |
| 7D | -3.5% | +6.5% | -10.0% | -1.8% |
| 30D | -13.6% | +18.8% | -32.4% | -8.2% |
| 3M | -24.6% | +26.7% | -51.3% | -16.3% |
| 6M | -39.9% | +62.2% | -102.0% | -25.3% |
| YTD | -33.1% | +48.5% | -81.6% | -17.9% |
| 1Y | -49.9% | +26.4% | -76.3% | -41.5% |
| All | -49.9% | +32.0% | -81.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling