-98.9%
VXX vs SPY
+203.8%
-302.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +1.4% |
| 7D | +7.2% | -2.0% | +9.1% | +1.2% |
| 30D | -5.8% | -1.7% | -4.2% | -10.0% |
| 3M | -29.0% | +4.7% | -33.8% | -17.2% |
| 6M | -44.0% | +12.5% | -56.5% | -16.9% |
| YTD | -28.7% | +11.7% | -40.4% | +6.9% |
| 1Y | -45.2% | +17.5% | -62.7% | -1.9% |
| 3Y | -77.8% | +76.6% | -154.4% | +79.2% |
| 5Y | -95.6% | +82.0% | -177.7% | -52.1% |
| All | -98.9% | +203.8% | -302.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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