-98.9%
VXX vs QS
-46.4%
-52.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.0% |
| 7D | +2.0% | -3.6% | +5.6% | +1.5% |
| 30D | -7.1% | -17.2% | +10.1% | -9.5% |
| 3M | -28.6% | -27.0% | -1.7% | -31.0% |
| 6M | -44.0% | -24.6% | -19.4% | -44.8% |
| YTD | -31.7% | -49.3% | +17.6% | -35.6% |
| 1Y | -46.3% | -40.3% | -6.0% | -46.9% |
| 3Y | -78.3% | -23.8% | -54.5% | -74.7% |
| 5Y | -95.8% | -75.0% | -20.9% | -95.2% |
| All | -98.9% | -46.4% | -52.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling