-99.0%
VXX vs RMBS
+513.3%
-612.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.0% |
| 7D | +2.0% | +1.8% | +0.2% | +3.3% |
| 30D | -7.1% | -13.9% | +6.8% | -15.5% |
| 3M | -28.6% | -39.8% | +11.2% | -47.7% |
| 6M | -44.0% | -6.0% | -38.0% | -39.4% |
| YTD | -31.7% | -5.4% | -26.4% | -21.8% |
| 1Y | -46.3% | -1.8% | -44.5% | -32.9% |
| 3Y | -78.3% | +53.7% | -131.9% | -39.8% |
| 5Y | -95.8% | +268.5% | -364.3% | -63.3% |
| All | -99.0% | +513.3% | -612.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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