-99.0%
VXX vs THC
+1,328.4%
-1,427.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.0% | -0.5% | +2.5% | +1.8% |
| 30D | -7.1% | -1.2% | -5.9% | -7.6% |
| 3M | -28.6% | +52.3% | -80.9% | -12.0% |
| 6M | -44.0% | +12.4% | -56.4% | -39.6% |
| YTD | -31.7% | +32.7% | -64.4% | -19.8% |
| 1Y | -46.3% | +36.4% | -82.7% | -35.3% |
| 3Y | -78.3% | +259.3% | -337.6% | -52.6% |
| 5Y | -95.8% | +262.7% | -358.5% | -89.2% |
| All | -99.0% | +1,328.4% | -1,427.4% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling