-78.0%
VXX vs PR
+84.2%
-162.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.0% |
| 30D | -9.5% | +11.3% | -20.7% | -3.3% |
| 3M | -27.3% | +24.1% | -51.4% | -17.2% |
| 6M | -43.3% | +25.4% | -68.7% | -34.6% |
| YTD | -30.9% | +71.2% | -102.1% | +1.9% |
| 1Y | -47.2% | +78.6% | -125.8% | -18.3% |
| All | -78.0% | +84.2% | -162.2% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling