-95.7%
VXX vs RUN
-81.0%
-14.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.5% |
| 7D | +2.0% | -3.7% | +5.7% | +1.1% |
| 30D | -7.1% | -13.0% | +5.9% | -9.7% |
| 3M | -28.6% | -31.8% | +3.2% | -33.8% |
| 6M | -44.0% | -32.2% | -11.8% | -46.8% |
| YTD | -31.7% | -53.5% | +21.7% | -38.2% |
| 1Y | -46.3% | -46.5% | +0.2% | -48.7% |
| 3Y | -78.3% | -37.6% | -40.7% | -71.0% |
| All | -95.7% | -81.0% | -14.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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