-99.0%
VXX vs TAP
-41.4%
-57.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.1% |
| 7D | +1.6% | -5.1% | +6.6% | -1.8% |
| 30D | -9.5% | -8.4% | -1.0% | -14.5% |
| 3M | -27.3% | -3.9% | -23.4% | -29.1% |
| 6M | -43.3% | -14.4% | -28.9% | -49.1% |
| YTD | -30.9% | -14.7% | -16.1% | -38.2% |
| 1Y | -47.2% | -18.7% | -28.5% | -54.3% |
| 3Y | -78.5% | -32.6% | -45.9% | -82.8% |
| 5Y | -95.6% | -1.4% | -94.2% | -94.8% |
| All | -99.0% | -41.4% | -57.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling