-99.0%
VXX vs THC
+1,357.6%
-1,456.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +3.5% |
| 7D | +1.6% | +4.1% | -2.5% | +3.5% |
| 30D | -9.5% | +3.5% | -13.0% | -7.9% |
| 3M | -27.3% | +61.7% | -89.0% | -7.6% |
| 6M | -43.3% | +11.8% | -55.2% | -39.1% |
| YTD | -30.9% | +35.4% | -66.3% | -18.1% |
| 1Y | -47.2% | +37.0% | -84.2% | -36.2% |
| 3Y | -78.5% | +260.1% | -338.6% | -53.1% |
| 5Y | -95.6% | +262.6% | -358.2% | -88.6% |
| All | -99.0% | +1,357.6% | -1,456.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling