-98.9%
VXX vs RGEN
+345.6%
-444.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.0% |
| 7D | +7.2% | -2.9% | +10.1% | +5.4% |
| 30D | -5.8% | -0.1% | -5.8% | -5.4% |
| 3M | -29.0% | +25.9% | -55.0% | -18.2% |
| 6M | -44.0% | +35.2% | -79.2% | -31.1% |
| YTD | -28.7% | +0.5% | -29.2% | -24.5% |
| 1Y | -45.2% | +37.0% | -82.2% | -29.3% |
| 3Y | -77.8% | +2.0% | -79.8% | -70.0% |
| 5Y | -95.6% | -44.2% | -51.5% | -95.2% |
| All | -98.9% | +345.6% | -444.5% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling