-99.0%
VXX vs TRI
+164.4%
-263.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.7% |
| 7D | +2.0% | -7.9% | +9.9% | -5.1% |
| 30D | -7.1% | -4.5% | -2.6% | -10.4% |
| 3M | -28.6% | +22.1% | -50.7% | -12.7% |
| 6M | -44.0% | -2.8% | -41.2% | -48.1% |
| YTD | -31.7% | -23.4% | -8.3% | -54.9% |
| 1Y | -46.3% | -41.5% | -4.8% | -75.9% |
| 3Y | -78.3% | -19.2% | -59.1% | -81.3% |
| 5Y | -95.8% | -9.4% | -86.4% | -95.1% |
| All | -99.0% | +164.4% | -263.4% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling