-78.0%
VXX vs PL
+519.4%
-597.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +0.9% |
| 7D | +1.6% | -13.9% | +15.4% | -2.3% |
| 30D | -9.5% | -25.5% | +16.0% | -15.9% |
| 3M | -27.3% | -44.8% | +17.5% | -36.6% |
| 6M | -43.3% | -33.3% | -10.0% | -45.2% |
| YTD | -30.9% | -12.7% | -18.2% | -26.2% |
| 1Y | -47.2% | +90.9% | -138.1% | -24.4% |
| All | -78.0% | +519.4% | -597.4% | -31.0% |
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