-95.7%
VXX vs S
-69.2%
-26.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.4% |
| 7D | +2.0% | -0.7% | +2.6% | +1.7% |
| 30D | -7.1% | -11.4% | +4.3% | -10.8% |
| 3M | -28.6% | +33.8% | -62.4% | -19.1% |
| 6M | -44.0% | +39.5% | -83.5% | -34.4% |
| YTD | -31.7% | +31.7% | -63.4% | -21.1% |
| 1Y | -46.3% | +7.0% | -53.3% | -42.0% |
| 3Y | -78.3% | +11.8% | -90.0% | -72.1% |
| All | -95.7% | -69.2% | -26.4% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling