-96.1%
VXX vs S
-57.7%
-38.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.6% | -1.2% | +2.8% | +1.1% |
| 30D | -9.5% | -12.6% | +3.1% | -13.3% |
| 3M | -27.3% | +27.6% | -54.9% | -19.6% |
| 6M | -43.3% | +35.5% | -78.8% | -34.9% |
| YTD | -30.9% | +29.6% | -60.5% | -21.2% |
| 1Y | -47.2% | +8.1% | -55.3% | -42.8% |
| 3Y | -78.5% | +14.8% | -93.3% | -72.7% |
| 5Y | -95.6% | -70.6% | -25.0% | -95.3% |
| All | -96.1% | -57.7% | -38.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling