-49.9%
VXX vs RVMD
+430.6%
-480.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | -3.5% | +1.0% | -4.5% | -3.3% |
| 30D | -13.6% | +6.4% | -20.1% | -12.6% |
| 3M | -24.6% | +34.9% | -59.5% | -20.0% |
| 6M | -39.9% | +107.6% | -147.4% | -29.8% |
| YTD | -33.1% | +163.7% | -196.7% | -19.1% |
| 1Y | -49.9% | +439.2% | -489.1% | -26.7% |
| All | -49.9% | +430.6% | -480.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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