-99.0%
VXX vs RGEN
+346.9%
-445.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.1% |
| 7D | +2.0% | -1.4% | +3.4% | +1.2% |
| 30D | -7.1% | -0.3% | -6.8% | -6.8% |
| 3M | -28.6% | +23.9% | -52.5% | -18.6% |
| 6M | -44.0% | +38.5% | -82.5% | -30.1% |
| YTD | -31.7% | +0.8% | -32.5% | -27.6% |
| 1Y | -46.3% | +38.2% | -84.6% | -30.5% |
| 3Y | -78.3% | +1.3% | -79.6% | -70.8% |
| 5Y | -95.8% | -44.0% | -51.8% | -95.4% |
| All | -99.0% | +346.9% | -445.9% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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