-97.2%
VXX vs PL
+84.9%
-182.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.2% |
| 7D | -3.5% | -9.3% | +5.8% | -5.8% |
| 30D | -13.6% | -18.9% | +5.3% | -18.0% |
| 3M | -24.6% | -58.4% | +33.8% | -38.2% |
| 6M | -39.9% | -30.3% | -9.6% | -41.4% |
| YTD | -33.1% | -8.1% | -24.9% | -28.3% |
| 1Y | -49.9% | +180.5% | -230.4% | -20.5% |
| 3Y | -79.1% | +444.1% | -523.3% | -44.8% |
| 5Y | -95.6% | +83.0% | -178.6% | -89.4% |
| All | -97.2% | +84.9% | -182.1% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling