-51.1%
VXX vs PL
-0.6%
-50.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.4% | -3.3% | -10.5% |
| 7D | -4.1% | -11.7% | +7.6% | -5.8% |
| 30D | -0.8% | -27.1% | +26.3% | -4.6% |
| 3M | -19.8% | -44.6% | +24.8% | -25.3% |
| 6M | -40.5% | -67.2% | +26.7% | -47.1% |
| YTD | -35.5% | -35.9% | +0.3% | -35.6% |
| 1Y | -51.1% | -0.4% | -50.7% | -45.8% |
| All | -51.1% | -0.6% | -50.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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