-78.3%
VXX vs SPG
+106.8%
-185.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.0% | -1.2% | +3.1% | +0.3% |
| 30D | -7.1% | -6.1% | -1.0% | -15.2% |
| 3M | -28.6% | -3.6% | -25.0% | -32.4% |
| 6M | -44.0% | +10.4% | -54.4% | -33.2% |
| YTD | -31.7% | +14.4% | -46.1% | -13.7% |
| 1Y | -46.3% | +16.5% | -62.9% | -29.7% |
| 3Y | -78.3% | +106.8% | -185.1% | -18.0% |
| All | -78.3% | +106.8% | -185.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling