-95.7%
VXX vs P
+268.0%
-363.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.6% | -2.1% |
| 7D | +2.0% | -1.3% | +3.3% | +1.5% |
| 30D | -7.1% | -11.9% | +4.8% | -12.3% |
| 3M | -28.6% | +41.6% | -70.2% | -12.0% |
| 6M | -44.0% | +58.1% | -102.1% | -24.4% |
| YTD | -31.7% | +46.5% | -78.2% | -8.7% |
| 1Y | -46.3% | +19.1% | -65.4% | -33.1% |
| 3Y | -78.3% | +150.6% | -228.8% | -44.0% |
| All | -95.7% | +268.0% | -363.7% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling