-99.0%
VXX vs QSR
+67.0%
-166.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.7% |
| 7D | +2.0% | -4.0% | +6.0% | -2.0% |
| 30D | -7.1% | +2.8% | -9.8% | -4.4% |
| 3M | -28.6% | +5.1% | -33.7% | -24.9% |
| 6M | -44.0% | +8.8% | -52.8% | -38.4% |
| YTD | -31.7% | +14.8% | -46.6% | -20.6% |
| 1Y | -46.3% | +25.7% | -72.1% | -30.9% |
| 3Y | -78.3% | +27.5% | -105.8% | -68.4% |
| 5Y | -95.8% | +41.3% | -137.1% | -92.2% |
| All | -99.0% | +67.0% | -166.0% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling