-46.3%
VXX vs SCHG
+13.0%
-59.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -2.2% |
| 7D | +2.0% | -1.0% | +3.0% | -0.5% |
| 30D | -7.1% | -1.3% | -5.8% | -9.7% |
| 3M | -28.6% | +5.4% | -34.1% | -16.7% |
| 6M | -44.0% | +14.4% | -58.4% | -14.0% |
| YTD | -31.7% | +8.0% | -39.8% | -7.1% |
| 1Y | -46.3% | +12.7% | -59.1% | -18.6% |
| All | -46.3% | +13.0% | -59.4% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling