-46.3%
VXX vs P
+20.5%
-66.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.6% | -3.1% |
| 7D | +2.0% | -1.3% | +3.3% | +1.8% |
| 30D | -7.1% | -11.9% | +4.8% | -9.9% |
| 3M | -28.6% | +41.6% | -70.2% | -18.6% |
| 6M | -44.0% | +58.1% | -102.1% | -31.0% |
| YTD | -31.7% | +46.5% | -78.2% | -16.5% |
| 1Y | -46.3% | +19.1% | -65.4% | -35.5% |
| All | -46.3% | +20.5% | -66.9% | -35.5% |
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