-78.3%
VXX vs THC
+251.0%
-329.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.0% | -0.5% | +2.5% | +1.8% |
| 30D | -7.1% | -1.2% | -5.9% | -7.5% |
| 3M | -28.6% | +52.3% | -80.9% | -13.3% |
| 6M | -44.0% | +12.4% | -56.4% | -40.4% |
| YTD | -31.7% | +32.7% | -64.4% | -21.1% |
| 1Y | -46.3% | +36.4% | -82.7% | -36.2% |
| 3Y | -78.3% | +259.3% | -337.6% | -63.7% |
| All | -78.3% | +251.0% | -329.3% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling