-99.1%
VXX vs TENB
-9.4%
-89.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -7.6% |
| 7D | +2.0% | -12.1% | +14.1% | -5.0% |
| 30D | -7.1% | -18.6% | +11.5% | -16.6% |
| 3M | -28.6% | +12.1% | -40.7% | -21.8% |
| 6M | -44.0% | +46.8% | -90.8% | -26.7% |
| YTD | -31.7% | +28.0% | -59.7% | -16.5% |
| 1Y | -46.3% | -1.4% | -44.9% | -43.6% |
| 3Y | -78.3% | -33.9% | -44.3% | -79.2% |
| 5Y | -95.8% | -34.6% | -61.2% | -95.0% |
| All | -99.1% | -9.4% | -89.7% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling