-99.0%
VXX vs TECH
+112.8%
-211.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.2% |
| 7D | +2.0% | -0.4% | +2.4% | +1.6% |
| 30D | -7.1% | 0.0% | -7.1% | -7.1% |
| 3M | -28.6% | +33.7% | -62.3% | -8.1% |
| 6M | -44.0% | +34.9% | -78.9% | -25.6% |
| YTD | -31.7% | +23.2% | -54.9% | -14.6% |
| 1Y | -46.3% | +36.3% | -82.7% | -25.1% |
| 3Y | -78.3% | +2.3% | -80.5% | -71.0% |
| 5Y | -95.8% | -42.9% | -52.9% | -96.6% |
| All | -99.0% | +112.8% | -211.8% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling