-46.3%
VXX vs SPG
+19.1%
-65.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.0% | -1.2% | +3.1% | +1.2% |
| 30D | -7.1% | -6.1% | -1.0% | -10.9% |
| 3M | -28.6% | -3.6% | -25.0% | -29.5% |
| 6M | -44.0% | +10.4% | -54.4% | -35.1% |
| YTD | -31.7% | +14.4% | -46.1% | -20.0% |
| 1Y | -46.3% | +16.5% | -62.9% | -34.4% |
| All | -46.3% | +19.1% | -65.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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