-77.1%
VXX vs SCHG
+86.6%
-163.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.6% |
| 7D | +2.9% | -0.8% | +3.7% | +0.9% |
| 30D | -5.8% | -1.5% | -4.3% | -9.3% |
| 3M | -24.7% | +5.6% | -30.3% | -11.1% |
| 6M | -48.1% | +18.1% | -66.2% | -13.2% |
| YTD | -31.1% | +8.3% | -39.4% | -6.4% |
| 1Y | -45.9% | +12.6% | -58.5% | -14.9% |
| 3Y | -77.1% | +86.5% | -163.6% | +103.8% |
| All | -77.1% | +86.6% | -163.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling