-99.0%
VXX vs RUN
+32.3%
-131.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.5% |
| 7D | +2.0% | -3.7% | +5.7% | +0.9% |
| 30D | -7.1% | -13.0% | +5.9% | -10.5% |
| 3M | -28.6% | -31.8% | +3.2% | -35.4% |
| 6M | -44.0% | -32.2% | -11.8% | -47.9% |
| YTD | -31.7% | -53.5% | +21.7% | -40.7% |
| 1Y | -46.3% | -46.5% | +0.2% | -49.7% |
| 3Y | -78.3% | -37.6% | -40.7% | -69.3% |
| 5Y | -95.8% | -80.9% | -15.0% | -95.1% |
| All | -99.0% | +32.3% | -131.3% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling