-51.1%
VXX vs TECH
+19.5%
-70.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -0.8% | +0.2% | -1.0% | -0.7% |
| 3M | -19.8% | +1.0% | -20.8% | -19.5% |
| 6M | -40.5% | +33.3% | -73.8% | -33.1% |
| YTD | -35.5% | +24.2% | -59.8% | -27.7% |
| 1Y | -51.1% | +19.7% | -70.8% | -45.5% |
| All | -51.1% | +19.5% | -70.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 1y: compounded portfolio wealth divided by compounded TECH 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…
1y analysis · Full analysis span regression · 6 months rolling