-77.1%
VXX vs PSLV
+166.6%
-243.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.1% |
| 7D | +2.9% | -5.9% | +8.8% | +1.1% |
| 30D | -5.8% | -3.1% | -2.7% | -6.4% |
| 3M | -24.7% | -5.3% | -19.4% | -25.0% |
| 6M | -48.1% | -21.8% | -26.3% | -49.8% |
| YTD | -31.1% | -13.7% | -17.5% | -26.5% |
| 1Y | -45.9% | +42.8% | -88.7% | -24.9% |
| 3Y | -77.1% | +167.3% | -244.4% | -61.7% |
| All | -77.1% | +166.6% | -243.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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