-95.7%
VXX vs REPL
-59.3%
-36.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.4% |
| 7D | +2.0% | -14.1% | +16.1% | +1.1% |
| 30D | -7.1% | -15.2% | +8.1% | -7.9% |
| 3M | -28.6% | +49.9% | -78.5% | -24.9% |
| 6M | -44.0% | +63.5% | -107.5% | -37.4% |
| YTD | -31.7% | +32.9% | -64.7% | -24.8% |
| 1Y | -46.3% | +115.0% | -161.3% | -35.3% |
| 3Y | -78.3% | -34.7% | -43.5% | -74.1% |
| All | -95.7% | -59.3% | -36.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling