-99.0%
VXX vs RJF
+202.0%
-301.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.3% |
| 7D | +2.0% | -2.7% | +4.7% | -1.3% |
| 30D | -7.1% | -4.3% | -2.8% | -11.8% |
| 3M | -28.6% | +15.7% | -44.4% | -13.9% |
| 6M | -44.0% | +17.8% | -61.8% | -30.0% |
| YTD | -31.7% | +9.2% | -40.9% | -20.8% |
| 1Y | -46.3% | +2.8% | -49.1% | -41.3% |
| 3Y | -78.3% | +69.5% | -147.7% | -44.3% |
| 5Y | -95.8% | +105.9% | -201.8% | -82.7% |
| All | -99.0% | +202.0% | -301.0% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling