-97.9%
VXX vs RVMD
+622.3%
-720.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -3.0% | +5.0% | +1.0% |
| 30D | -7.1% | -0.7% | -6.4% | -7.2% |
| 3M | -28.6% | +36.5% | -65.2% | -20.4% |
| 6M | -44.0% | +104.6% | -148.6% | -26.3% |
| YTD | -31.7% | +155.8% | -187.6% | -1.4% |
| 1Y | -46.3% | +340.7% | -387.0% | -5.0% |
| 3Y | -78.3% | +519.9% | -598.2% | -50.7% |
| 5Y | -95.8% | +584.9% | -680.8% | -88.1% |
| All | -97.9% | +622.3% | -720.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling