-99.0%
VXX vs SM
+63.1%
-162.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.4% |
| 7D | +2.0% | +4.6% | -2.6% | +3.4% |
| 30D | -7.1% | +18.2% | -25.3% | -2.1% |
| 3M | -28.6% | +22.5% | -51.2% | -24.0% |
| 6M | -44.0% | +50.6% | -94.5% | -36.4% |
| YTD | -31.7% | +108.1% | -139.8% | -13.3% |
| 1Y | -46.3% | +46.0% | -92.3% | -38.5% |
| 3Y | -78.3% | +2.9% | -81.1% | -74.4% |
| 5Y | -95.8% | +112.6% | -208.4% | -92.9% |
| All | -99.0% | +63.1% | -162.1% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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