-98.9%
VXX vs STZ
-35.5%
-63.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +4.7% |
| 7D | +7.2% | -4.1% | +11.2% | +3.5% |
| 30D | -5.8% | -7.6% | +1.8% | -11.8% |
| 3M | -29.0% | -12.3% | -16.7% | -36.4% |
| 6M | -44.0% | -16.3% | -27.7% | -51.5% |
| YTD | -28.7% | -8.4% | -20.3% | -32.8% |
| 1Y | -45.2% | -10.8% | -34.4% | -49.3% |
| 3Y | -77.8% | -49.0% | -28.8% | -87.1% |
| 5Y | -95.6% | -36.5% | -59.2% | -96.5% |
| All | -98.9% | -35.5% | -63.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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