-49.9%
VXX vs S
+10.1%
-60.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | -3.5% | -7.7% | +4.2% | -5.2% |
| 30D | -13.6% | -5.3% | -8.3% | -14.2% |
| 3M | -24.6% | +20.3% | -44.9% | -19.5% |
| 6M | -39.9% | +47.4% | -87.2% | -29.7% |
| YTD | -33.1% | +32.5% | -65.6% | -24.2% |
| 1Y | -49.9% | +9.5% | -59.4% | -46.7% |
| All | -49.9% | +10.1% | -60.1% | -46.7% |
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