-99.0%
VXX vs RY
+224.8%
-323.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.4% |
| 7D | +2.0% | -2.2% | +4.2% | -2.1% |
| 30D | -7.1% | -3.6% | -3.5% | -13.1% |
| 3M | -28.6% | +3.9% | -32.6% | -22.6% |
| 6M | -44.0% | +26.4% | -70.4% | -10.3% |
| YTD | -31.7% | +22.3% | -54.1% | +4.0% |
| 1Y | -46.3% | +43.7% | -90.1% | +11.5% |
| 3Y | -78.3% | +154.0% | -232.2% | +52.4% |
| 5Y | -95.8% | +137.6% | -233.4% | -69.5% |
| All | -99.0% | +224.8% | -323.7% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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