-99.0%
VXX vs RRC
+175.5%
-274.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.8% |
| 7D | +2.0% | -1.8% | +3.8% | +1.4% |
| 30D | -7.1% | +2.7% | -9.8% | -6.3% |
| 3M | -28.6% | +8.8% | -37.5% | -26.7% |
| 6M | -44.0% | -1.2% | -42.8% | -44.3% |
| YTD | -31.7% | +17.6% | -49.3% | -27.9% |
| 1Y | -46.3% | +18.4% | -64.8% | -42.5% |
| 3Y | -78.3% | +33.1% | -111.3% | -73.7% |
| 5Y | -95.8% | +148.2% | -244.0% | -93.1% |
| All | -99.0% | +175.5% | -274.4% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling