-94.4%
VXX vs PR
+269.8%
-364.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.1% | +4.1% |
| 7D | -17.5% | +6.7% | -24.2% | -15.0% |
| 30D | +9.8% | -6.1% | +15.9% | +7.0% |
| 3M | -5.9% | +6.9% | -12.7% | -2.3% |
| 6M | -34.1% | +14.6% | -48.7% | -29.4% |
| YTD | -30.8% | +66.1% | -97.0% | -10.2% |
| 1Y | -44.4% | +77.0% | -121.4% | -25.1% |
| 3Y | -77.0% | +93.8% | -170.9% | -62.5% |
| 5Y | -94.4% | +268.2% | -362.6% | -85.2% |
| All | -94.4% | +269.8% | -364.2% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling