-95.7%
VXX vs TENB
-35.4%
-60.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -7.1% |
| 7D | +2.0% | -12.1% | +14.1% | -4.1% |
| 30D | -7.1% | -18.6% | +11.5% | -15.3% |
| 3M | -28.6% | +12.1% | -40.7% | -22.0% |
| 6M | -44.0% | +46.8% | -90.8% | -28.0% |
| YTD | -31.7% | +28.0% | -59.7% | -17.7% |
| 1Y | -46.3% | -1.4% | -44.9% | -44.0% |
| 3Y | -78.3% | -33.9% | -44.3% | -79.1% |
| All | -95.7% | -35.4% | -60.2% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling