-99.1%
VXX vs REPL
-9.7%
-89.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.5% |
| 7D | +1.6% | -9.6% | +11.1% | +0.5% |
| 30D | -9.5% | +5.7% | -15.2% | -8.7% |
| 3M | -27.3% | +56.4% | -83.7% | -20.3% |
| 6M | -43.3% | +67.4% | -110.7% | -31.6% |
| YTD | -30.9% | +48.7% | -79.5% | -17.5% |
| 1Y | -47.2% | +148.3% | -195.5% | -27.1% |
| 3Y | -78.5% | -26.7% | -51.8% | -69.1% |
| 5Y | -95.6% | -54.1% | -41.5% | -93.7% |
| All | -99.1% | -9.7% | -89.4% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling