-46.3%
VXX vs QSR
+28.6%
-74.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.2% |
| 7D | +2.0% | -4.0% | +6.0% | +1.2% |
| 30D | -7.1% | +2.8% | -9.8% | -6.5% |
| 3M | -28.6% | +5.1% | -33.7% | -27.8% |
| 6M | -44.0% | +8.8% | -52.8% | -42.2% |
| YTD | -31.7% | +14.8% | -46.6% | -28.4% |
| 1Y | -46.3% | +25.7% | -72.1% | -43.7% |
| All | -46.3% | +28.6% | -74.9% | -43.7% |
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