-46.3%
VXX vs TENB
-0.2%
-46.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -5.3% |
| 7D | +2.0% | -12.1% | +14.1% | -0.3% |
| 30D | -7.1% | -18.6% | +11.5% | -10.2% |
| 3M | -28.6% | +12.1% | -40.7% | -24.7% |
| 6M | -44.0% | +46.8% | -90.8% | -36.0% |
| YTD | -31.7% | +28.0% | -59.7% | -26.7% |
| 1Y | -46.3% | -1.4% | -44.9% | -51.3% |
| All | -46.3% | -0.2% | -46.1% | -51.3% |
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