-99.0%
VXX vs TRMB
+26.2%
-125.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.6% |
| 7D | +2.0% | -3.0% | +5.0% | -1.4% |
| 30D | -7.1% | +2.3% | -9.4% | -4.2% |
| 3M | -28.6% | +15.3% | -44.0% | -15.7% |
| 6M | -44.0% | -14.7% | -29.3% | -52.5% |
| YTD | -31.7% | -26.4% | -5.3% | -50.6% |
| 1Y | -46.3% | -30.4% | -15.9% | -62.6% |
| 3Y | -78.3% | +13.5% | -91.8% | -65.0% |
| 5Y | -95.8% | -38.6% | -57.2% | -96.0% |
| All | -99.0% | +26.2% | -125.1% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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