-98.9%
VXX vs PBF
+183.2%
-282.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +3.4% |
| 7D | +7.2% | +2.3% | +4.8% | +7.9% |
| 30D | -5.8% | +11.6% | -17.4% | -2.3% |
| 3M | -29.0% | +81.7% | -110.8% | -12.8% |
| 6M | -44.0% | +96.4% | -140.4% | -29.4% |
| YTD | -28.7% | +189.5% | -218.1% | +4.2% |
| 1Y | -45.2% | +180.7% | -225.9% | -19.2% |
| 3Y | -77.8% | +56.6% | -134.4% | -69.1% |
| 5Y | -95.6% | +802.0% | -897.6% | -86.2% |
| All | -98.9% | +183.2% | -282.1% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 all: compounded portfolio wealth divided by compounded PBF 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…
all analysis · Full analysis span regression · 6 months rolling