-34.0%
VXX vs RVMD
+203.5%
-237.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -11.0% | +41.2% | +27.4% |
| 7D | +27.5% | -6.6% | +34.1% | +26.0% |
| 30D | +32.5% | -11.1% | +43.7% | +30.3% |
| 3M | +8.2% | -10.0% | +18.2% | +6.8% |
| 6M | -22.7% | +20.7% | -43.4% | -19.6% |
| YTD | -16.1% | +123.0% | -139.2% | -5.6% |
| 1Y | -34.0% | +199.4% | -233.4% | -7.7% |
| All | -34.0% | +203.5% | -237.6% | -7.7% |
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