-78.3%
VXX vs QSR
+25.8%
-104.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.9% |
| 7D | +2.0% | -4.0% | +6.0% | -0.8% |
| 30D | -7.1% | +2.8% | -9.8% | -5.1% |
| 3M | -28.6% | +5.1% | -33.7% | -25.8% |
| 6M | -44.0% | +8.8% | -52.8% | -39.5% |
| YTD | -31.7% | +14.8% | -46.6% | -22.6% |
| 1Y | -46.3% | +25.7% | -72.1% | -33.4% |
| 3Y | -78.3% | +27.5% | -105.8% | -68.3% |
| All | -78.3% | +25.8% | -104.1% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling