-95.7%
VXX vs RACE
+95.1%
-190.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -3.2% |
| 7D | +2.0% | +0.9% | +1.0% | +2.8% |
| 30D | -7.1% | +1.6% | -8.7% | -5.6% |
| 3M | -28.6% | +13.2% | -41.8% | -19.8% |
| 6M | -44.0% | +22.9% | -66.9% | -30.7% |
| YTD | -31.7% | +13.3% | -45.0% | -20.6% |
| 1Y | -46.3% | -12.7% | -33.7% | -50.6% |
| 3Y | -78.3% | +40.3% | -118.5% | -62.0% |
| All | -95.7% | +95.1% | -190.8% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling