-98.9%
VXX vs PR
+24.7%
-123.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.6% |
| 7D | -14.7% | +6.0% | -20.6% | -13.3% |
| 30D | +8.9% | -4.2% | +13.1% | +7.8% |
| 3M | -4.5% | +10.0% | -14.5% | -1.6% |
| 6M | -34.0% | +15.6% | -49.6% | -30.9% |
| YTD | -29.2% | +68.2% | -97.4% | -17.3% |
| 1Y | -46.8% | +79.2% | -126.0% | -36.6% |
| 3Y | -76.2% | +94.9% | -171.2% | -68.1% |
| 5Y | -94.3% | +272.8% | -367.0% | -89.7% |
| All | -98.9% | +24.7% | -123.6% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling