-34.0%
VXX vs SPXU
-21.6%
-12.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +13.2% | +16.9% | +13.2% |
| 7D | +27.5% | +14.2% | +13.3% | +10.4% |
| 30D | +32.5% | +19.3% | +13.2% | +9.5% |
| 3M | +8.2% | +16.2% | -7.9% | -8.4% |
| 6M | -22.7% | -3.5% | -19.2% | -18.6% |
| YTD | -16.1% | -19.2% | +3.1% | +12.3% |
| 1Y | -34.0% | -20.7% | -13.4% | -8.9% |
| All | -34.0% | -21.6% | -12.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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