-51.1%
VXX vs THC
+46.1%
-97.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.6% | -19.2% | -7.3% |
| 7D | -4.1% | +8.8% | -12.9% | -1.8% |
| 30D | -0.8% | +12.6% | -13.4% | +2.4% |
| 3M | -19.8% | +15.4% | -35.2% | -16.6% |
| 6M | -40.5% | +57.7% | -98.2% | -32.8% |
| YTD | -35.5% | +47.1% | -82.6% | -29.8% |
| 1Y | -51.1% | +40.7% | -91.8% | -47.5% |
| All | -51.1% | +46.1% | -97.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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