-78.3%
VXX vs TEVA
+280.8%
-359.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.4% |
| 7D | +2.0% | +2.0% | 0.0% | +2.9% |
| 30D | -7.1% | +1.0% | -8.0% | -6.5% |
| 3M | -28.6% | +7.3% | -36.0% | -26.4% |
| 6M | -44.0% | +21.7% | -65.7% | -37.4% |
| YTD | -31.7% | +18.8% | -50.6% | -24.1% |
| 1Y | -46.3% | +86.5% | -132.8% | -25.5% |
| 3Y | -78.3% | +269.4% | -347.7% | -48.2% |
| All | -78.3% | +280.8% | -359.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling