-99.0%
VXX vs RVTY
+54.5%
-153.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | -0.7% |
| 7D | +1.6% | -5.4% | +7.0% | -3.6% |
| 30D | -9.5% | +6.7% | -16.2% | -3.1% |
| 3M | -27.3% | +19.0% | -46.3% | -13.0% |
| 6M | -43.3% | +34.6% | -78.0% | -21.1% |
| YTD | -30.9% | +28.3% | -59.1% | -6.0% |
| 1Y | -47.2% | +46.0% | -93.2% | -16.4% |
| 3Y | -78.5% | +16.9% | -95.4% | -67.6% |
| 5Y | -95.6% | -32.9% | -62.7% | -96.2% |
| All | -99.0% | +54.5% | -153.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling