-95.7%
VXX vs RSG
+89.9%
-185.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.0% | -3.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.1% | +4.0% | -11.1% | -4.2% |
| 3M | -28.6% | +7.4% | -36.0% | -24.7% |
| 6M | -44.0% | +0.1% | -44.1% | -45.0% |
| YTD | -31.7% | +6.0% | -37.8% | -28.8% |
| 1Y | -46.3% | -3.0% | -43.4% | -49.1% |
| 3Y | -78.3% | +56.5% | -134.8% | -63.1% |
| All | -95.7% | +89.9% | -185.5% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling