-34.0%
VXX vs TENB
+56.0%
-90.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -6.7% | +36.8% | +28.8% |
| 7D | +27.5% | -14.7% | +42.2% | +24.7% |
| 30D | +32.5% | +11.9% | +20.7% | +35.0% |
| 3M | +8.2% | +22.7% | -14.4% | +11.6% |
| 6M | -22.7% | +110.1% | -132.8% | -8.8% |
| YTD | -16.1% | +87.7% | -103.8% | -5.5% |
| 1Y | -34.0% | +59.7% | -93.7% | -36.2% |
| All | -34.0% | +56.0% | -90.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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