-95.7%
VXX vs SEI
+999.8%
-1,095.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.1% | -9.4% | -2.8% |
| 7D | +2.0% | +22.6% | -20.6% | +8.7% |
| 30D | -7.1% | +9.1% | -16.2% | -4.0% |
| 3M | -28.6% | -11.3% | -17.3% | -29.1% |
| 6M | -44.0% | +22.0% | -66.0% | -36.8% |
| YTD | -31.7% | +47.3% | -79.0% | -16.5% |
| 1Y | -46.3% | +124.8% | -171.1% | -22.7% |
| 3Y | -78.3% | +591.3% | -669.5% | -45.1% |
| All | -95.7% | +999.8% | -1,095.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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