-99.0%
VXX vs PR
+25.5%
-124.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.1% |
| 7D | -3.5% | +2.9% | -6.4% | -2.7% |
| 30D | -13.6% | +18.0% | -31.6% | -9.3% |
| 3M | -24.6% | +16.9% | -41.5% | -21.0% |
| 6M | -39.9% | +28.2% | -68.1% | -35.4% |
| YTD | -33.1% | +69.3% | -102.4% | -21.9% |
| 1Y | -49.9% | +69.5% | -119.4% | -41.1% |
| 3Y | -79.1% | +81.7% | -160.8% | -72.5% |
| 5Y | -95.6% | +422.2% | -517.8% | -91.3% |
| All | -99.0% | +25.5% | -124.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling