-97.1%
VXX vs PL
+40.9%
-138.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.1% |
| 7D | -14.7% | +10.0% | -24.7% | -11.7% |
| 30D | +8.9% | -2.3% | +11.2% | +10.7% |
| 3M | -4.5% | -44.2% | +39.7% | -15.4% |
| 6M | -34.0% | -66.1% | +32.1% | -46.9% |
| YTD | -29.2% | -30.0% | +0.7% | -27.3% |
| 1Y | -46.8% | +21.0% | -67.9% | -34.3% |
| 3Y | -76.2% | +516.5% | -592.8% | -34.1% |
| 5Y | -94.3% | +32.0% | -126.3% | -87.2% |
| All | -97.1% | +40.9% | -138.0% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling