-77.3%
VXX vs REPL
-33.1%
-44.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.4% | +11.5% | +2.9% |
| 7D | +7.2% | -13.4% | +20.6% | +6.7% |
| 30D | -5.8% | -3.0% | -2.8% | -5.8% |
| 3M | -29.0% | +56.3% | -85.3% | -26.7% |
| 6M | -44.0% | +60.9% | -104.9% | -40.3% |
| YTD | -28.7% | +36.2% | -64.9% | -24.5% |
| 1Y | -45.2% | +121.0% | -166.2% | -38.7% |
| All | -77.3% | -33.1% | -44.2% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling