-94.4%
VXX vs PL
+33.5%
-127.9%
-96.4%
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% | +2.3% |
| 7D | -17.5% | +22.3% | -39.8% | -12.1% |
| 30D | +9.8% | -8.3% | +18.1% | +9.9% |
| 3M | -5.9% | -43.3% | +37.4% | -16.2% |
| 6M | -34.1% | -65.8% | +31.7% | -46.8% |
| YTD | -30.8% | -29.5% | -1.3% | -28.8% |
| 1Y | -44.4% | +11.7% | -56.1% | -32.8% |
| 3Y | -77.0% | +540.6% | -617.6% | -35.7% |
| 5Y | -94.4% | +32.9% | -127.3% | -87.7% |
| All | -94.4% | +33.5% | -127.9% | -87.7% |
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