-99.1%
VXX vs REPL
-19.2%
-79.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.5% |
| 7D | +2.0% | -14.1% | +16.1% | +0.4% |
| 30D | -7.1% | -15.2% | +8.1% | -8.5% |
| 3M | -28.6% | +49.9% | -78.5% | -22.1% |
| 6M | -44.0% | +63.5% | -107.5% | -32.3% |
| YTD | -31.7% | +32.9% | -64.7% | -19.5% |
| 1Y | -46.3% | +115.0% | -161.3% | -27.2% |
| 3Y | -78.3% | -34.7% | -43.5% | -69.1% |
| 5Y | -95.8% | -59.7% | -36.2% | -94.1% |
| All | -99.1% | -19.2% | -79.8% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling