-46.3%
VXX vs THC
+37.3%
-83.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.0% | -0.5% | +2.5% | +1.9% |
| 30D | -7.1% | -1.2% | -5.9% | -7.3% |
| 3M | -28.6% | +52.3% | -80.9% | -20.2% |
| 6M | -44.0% | +12.4% | -56.4% | -42.0% |
| YTD | -31.7% | +32.7% | -64.4% | -27.1% |
| 1Y | -46.3% | +36.4% | -82.7% | -40.9% |
| All | -46.3% | +37.3% | -83.7% | -40.9% |
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