-76.8%
VXX vs PL
+540.6%
-617.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +2.3% |
| 7D | -17.5% | +22.3% | -39.8% | -12.2% |
| 30D | +9.8% | -8.3% | +18.1% | +10.0% |
| 3M | -5.9% | -43.3% | +37.4% | -15.8% |
| 6M | -34.1% | -65.8% | +31.7% | -46.4% |
| YTD | -30.8% | -29.5% | -1.3% | -28.1% |
| 1Y | -44.4% | +11.7% | -56.1% | -31.7% |
| All | -76.8% | +540.6% | -617.3% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling