-49.9%
VXX vs QSR
+33.2%
-83.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.5% |
| 7D | -3.5% | +2.4% | -5.9% | -3.0% |
| 30D | -13.6% | +7.6% | -21.2% | -12.2% |
| 3M | -24.6% | +12.6% | -37.2% | -22.5% |
| 6M | -39.9% | +14.4% | -54.2% | -37.3% |
| YTD | -33.1% | +19.6% | -52.7% | -29.3% |
| 1Y | -49.9% | +33.9% | -83.8% | -48.1% |
| All | -49.9% | +33.2% | -83.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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