-34.0%
VXX vs RSG
+21.1%
-55.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +1.6% | +28.5% | +29.2% |
| 7D | +27.5% | +5.6% | +22.0% | +24.6% |
| 30D | +32.5% | +16.1% | +16.4% | +25.6% |
| 3M | +8.2% | +20.5% | -12.2% | +1.1% |
| 6M | -22.7% | +22.7% | -45.4% | -26.5% |
| YTD | -16.1% | +18.7% | -34.9% | -20.8% |
| 1Y | -34.0% | +21.9% | -55.9% | -39.1% |
| All | -34.0% | +21.1% | -55.1% | -39.1% |
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