-99.0%
VXX vs RVTY
+55.1%
-154.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -1.6% |
| 7D | +2.0% | -4.5% | +6.5% | -2.2% |
| 30D | -7.1% | +5.5% | -12.5% | -1.6% |
| 3M | -28.6% | +22.5% | -51.2% | -12.1% |
| 6M | -44.0% | +38.9% | -82.9% | -19.5% |
| YTD | -31.7% | +28.7% | -60.5% | -6.6% |
| 1Y | -46.3% | +45.5% | -91.8% | -15.3% |
| 3Y | -78.3% | +16.4% | -94.6% | -67.4% |
| 5Y | -95.8% | -32.7% | -63.1% | -96.4% |
| All | -99.0% | +55.1% | -154.0% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling