-46.3%
VXX vs QS
-36.7%
-9.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.8% |
| 7D | +2.0% | -3.6% | +5.6% | +1.0% |
| 30D | -7.1% | -17.2% | +10.1% | -11.5% |
| 3M | -28.6% | -27.0% | -1.7% | -33.1% |
| 6M | -44.0% | -24.6% | -19.4% | -45.5% |
| YTD | -31.7% | -49.3% | +17.6% | -37.7% |
| 1Y | -46.3% | -40.3% | -6.0% | -52.2% |
| All | -46.3% | -36.7% | -9.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling