-99.0%
VXX vs TEVA
+79.8%
-178.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.2% |
| 7D | +2.0% | +2.0% | 0.0% | +3.2% |
| 30D | -7.1% | +1.0% | -8.0% | -6.4% |
| 3M | -28.6% | +7.3% | -36.0% | -25.7% |
| 6M | -44.0% | +21.7% | -65.7% | -36.2% |
| YTD | -31.7% | +18.8% | -50.6% | -22.7% |
| 1Y | -46.3% | +86.5% | -132.8% | -20.4% |
| 3Y | -78.3% | +269.4% | -347.7% | -44.3% |
| 5Y | -95.8% | +303.6% | -399.4% | -87.1% |
| All | -99.0% | +79.8% | -178.8% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling