-78.3%
VXX vs QS
-24.6%
-53.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.9% |
| 7D | +2.0% | -3.6% | +5.6% | +1.2% |
| 30D | -7.1% | -17.2% | +10.1% | -10.6% |
| 3M | -28.6% | -27.0% | -1.7% | -32.2% |
| 6M | -44.0% | -24.6% | -19.4% | -45.2% |
| YTD | -31.7% | -49.3% | +17.6% | -37.3% |
| 1Y | -46.3% | -40.3% | -6.0% | -47.4% |
| 3Y | -78.3% | -23.8% | -54.5% | -74.5% |
| All | -78.3% | -24.6% | -53.7% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling