-95.6%
VXX vs PL
+67.2%
-162.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +2.4% |
| 7D | +7.2% | -9.0% | +16.2% | +4.6% |
| 30D | -5.8% | -29.6% | +23.7% | -13.8% |
| 3M | -29.0% | -45.7% | +16.6% | -38.4% |
| 6M | -44.0% | -34.3% | -9.7% | -46.2% |
| YTD | -28.7% | -15.4% | -13.3% | -25.1% |
| 1Y | -45.2% | +86.1% | -131.2% | -24.2% |
| 3Y | -77.8% | +509.1% | -586.9% | -39.6% |
| 5Y | -95.6% | +68.3% | -164.0% | -89.8% |
| All | -95.6% | +67.2% | -162.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling