-49.9%
VXX vs PR
+76.5%
-126.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.5% |
| 30D | -13.6% | +18.0% | -31.6% | -14.1% |
| 3M | -24.6% | +16.9% | -41.5% | -25.2% |
| 6M | -39.9% | +28.2% | -68.1% | -37.6% |
| YTD | -33.1% | +69.3% | -102.4% | -23.5% |
| 1Y | -49.9% | +69.5% | -119.4% | -39.5% |
| All | -49.9% | +76.5% | -126.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling