-99.0%
VXX vs RACE
+264.2%
-363.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +0.5% |
| 7D | -3.0% | -1.0% | -2.0% | -4.0% |
| 30D | -11.5% | -1.5% | -9.9% | -12.7% |
| 3M | -27.3% | +15.5% | -42.8% | -14.1% |
| 6M | -49.6% | +17.3% | -66.9% | -38.1% |
| YTD | -32.0% | +11.1% | -43.1% | -20.5% |
| 1Y | -48.3% | -14.3% | -34.1% | -54.6% |
| 3Y | -78.9% | +40.2% | -119.0% | -60.8% |
| 5Y | -95.6% | +92.6% | -188.2% | -85.5% |
| All | -99.0% | +264.2% | -363.1% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling