-95.7%
VXX vs RVMD
+576.1%
-671.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -3.0% | +5.0% | +1.1% |
| 30D | -7.1% | -0.7% | -6.4% | -7.2% |
| 3M | -28.6% | +36.5% | -65.2% | -21.4% |
| 6M | -44.0% | +104.6% | -148.6% | -28.5% |
| YTD | -31.7% | +155.8% | -187.6% | -5.2% |
| 1Y | -46.3% | +340.7% | -387.0% | -10.3% |
| 3Y | -78.3% | +519.9% | -598.2% | -55.3% |
| All | -95.7% | +576.1% | -671.7% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling