-99.0%
VXX vs TECK
+148.5%
-247.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | +2.0% | -3.8% | +5.8% | -0.4% |
| 30D | -7.1% | +0.7% | -7.8% | -6.2% |
| 3M | -28.6% | +4.6% | -33.2% | -25.0% |
| 6M | -44.0% | +25.1% | -69.1% | -31.2% |
| YTD | -31.7% | +39.2% | -70.9% | -8.1% |
| 1Y | -46.3% | +60.3% | -106.7% | -18.7% |
| 3Y | -78.3% | +62.9% | -141.2% | -58.9% |
| 5Y | -95.8% | +181.5% | -277.3% | -86.0% |
| All | -99.0% | +148.5% | -247.5% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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