-51.1%
VXX vs S
+36.5%
-87.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.3% | -9.3% |
| 7D | -4.1% | -8.2% | +4.1% | -5.5% |
| 30D | -0.8% | -7.6% | +6.8% | -1.6% |
| 3M | -19.8% | +12.0% | -31.8% | -17.5% |
| 6M | -40.5% | +50.6% | -91.1% | -33.4% |
| YTD | -35.5% | +56.6% | -92.1% | -25.2% |
| 1Y | -51.1% | +39.2% | -90.3% | -44.4% |
| All | -51.1% | +36.5% | -87.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling