-99.0%
VXX vs SCHG
+288.2%
-387.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -2.3% |
| 7D | +2.0% | -1.0% | +3.0% | -0.3% |
| 30D | -7.1% | -1.3% | -5.8% | -9.4% |
| 3M | -28.6% | +5.4% | -34.1% | -18.1% |
| 6M | -44.0% | +14.4% | -58.4% | -19.8% |
| YTD | -31.7% | +8.0% | -39.8% | -11.7% |
| 1Y | -46.3% | +12.7% | -59.1% | -20.9% |
| 3Y | -78.3% | +85.6% | -163.9% | +41.0% |
| 5Y | -95.8% | +85.5% | -181.3% | -67.7% |
| All | -99.0% | +288.2% | -387.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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