-45.2%
VXX vs PR
+78.8%
-124.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.2% |
| 7D | +7.2% | -0.2% | +7.3% | +7.2% |
| 30D | -5.8% | +10.4% | -16.3% | -6.1% |
| 3M | -29.0% | +21.1% | -50.2% | -29.5% |
| 6M | -44.0% | +28.8% | -72.7% | -42.0% |
| YTD | -28.7% | +71.8% | -100.5% | -18.1% |
| 1Y | -45.2% | +73.3% | -118.5% | -33.3% |
| All | -45.2% | +78.8% | -124.0% | -33.3% |
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