-43.5%
VXX vs Q
+79.8%
-123.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -3.0% |
| 7D | +2.0% | +4.9% | -2.9% | +4.5% |
| 30D | -7.1% | -11.0% | +3.9% | -12.3% |
| 3M | -28.6% | -15.2% | -13.5% | -32.8% |
| 6M | -44.0% | +8.8% | -52.8% | -34.3% |
| YTD | -31.7% | +55.1% | -86.8% | -1.3% |
| All | -43.5% | +79.8% | -123.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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