-95.7%
VXX vs TRI
-10.0%
-85.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.4% |
| 7D | +2.0% | -7.9% | +9.9% | -2.3% |
| 30D | -7.1% | -4.5% | -2.6% | -8.8% |
| 3M | -28.6% | +22.1% | -50.7% | -17.8% |
| 6M | -44.0% | -2.8% | -41.2% | -46.5% |
| YTD | -31.7% | -23.4% | -8.3% | -50.0% |
| 1Y | -46.3% | -41.5% | -4.8% | -71.4% |
| 3Y | -78.3% | -19.2% | -59.1% | -78.9% |
| All | -95.7% | -10.0% | -85.7% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling