-99.0%
VXX vs RNG
+30.7%
-129.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | -6.1% | +8.1% | -0.5% |
| 30D | -7.1% | +9.6% | -16.7% | -3.4% |
| 3M | -28.6% | +83.3% | -112.0% | -7.8% |
| 6M | -44.0% | +77.9% | -121.9% | -27.3% |
| YTD | -31.7% | +139.9% | -171.7% | +3.5% |
| 1Y | -46.3% | +121.7% | -168.0% | -20.1% |
| 3Y | -78.3% | +121.9% | -200.1% | -61.4% |
| 5Y | -95.8% | -68.4% | -27.5% | -96.5% |
| All | -99.0% | +30.7% | -129.7% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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