-99.0%
VXX vs SPXU
-98.8%
-0.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.0% |
| 7D | +2.0% | +2.5% | -0.5% | -0.3% |
| 30D | -7.1% | +4.2% | -11.3% | -10.7% |
| 3M | -28.6% | -9.3% | -19.4% | -21.7% |
| 6M | -44.0% | -30.7% | -13.3% | -20.2% |
| YTD | -31.7% | -28.1% | -3.6% | -4.6% |
| 1Y | -46.3% | -35.2% | -11.1% | -16.3% |
| 3Y | -78.3% | -79.9% | +1.7% | +9.8% |
| 5Y | -95.8% | -86.4% | -9.4% | -75.1% |
| All | -99.0% | -98.8% | -0.2% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling