-46.3%
VXX vs RJF
+5.1%
-51.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.3% |
| 7D | +2.0% | -2.7% | +4.7% | -0.4% |
| 30D | -7.1% | -4.3% | -2.8% | -10.4% |
| 3M | -28.6% | +15.7% | -44.4% | -18.1% |
| 6M | -44.0% | +17.8% | -61.8% | -32.9% |
| YTD | -31.7% | +9.2% | -40.9% | -21.8% |
| 1Y | -46.3% | +2.8% | -49.1% | -39.0% |
| All | -46.3% | +5.1% | -51.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling