-95.7%
VXX vs TAP
-0.1%
-95.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.7% |
| 7D | +2.0% | -3.9% | +5.9% | +0.3% |
| 30D | -7.1% | -5.3% | -1.8% | -9.1% |
| 3M | -28.6% | -3.8% | -24.9% | -29.7% |
| 6M | -44.0% | -11.4% | -32.6% | -47.1% |
| YTD | -31.7% | -13.7% | -18.0% | -36.3% |
| 1Y | -46.3% | -17.2% | -29.2% | -51.1% |
| 3Y | -78.3% | -33.1% | -45.2% | -81.6% |
| All | -95.7% | -0.1% | -95.6% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling