-49.9%
VXX vs RSG
-3.6%
-46.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.9% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -13.6% | +7.6% | -21.2% | -15.5% |
| 3M | -24.6% | +7.4% | -32.0% | -25.4% |
| 6M | -39.9% | -3.3% | -36.6% | -41.0% |
| YTD | -33.1% | +6.0% | -39.1% | -33.7% |
| 1Y | -49.9% | -3.7% | -46.2% | -52.3% |
| All | -49.9% | -3.6% | -46.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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