-95.7%
VXX vs RGEN
-44.2%
-51.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.2% |
| 7D | +2.0% | -1.4% | +3.4% | +1.3% |
| 30D | -7.1% | -0.3% | -6.8% | -6.9% |
| 3M | -28.6% | +23.9% | -52.5% | -20.5% |
| 6M | -44.0% | +38.5% | -82.5% | -32.7% |
| YTD | -31.7% | +0.8% | -32.5% | -28.0% |
| 1Y | -46.3% | +38.2% | -84.6% | -33.6% |
| 3Y | -78.3% | +1.3% | -79.6% | -71.9% |
| All | -95.7% | -44.2% | -51.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling