-99.0%
VXX vs TROW
+25.0%
-124.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -5.8% |
| 7D | +2.0% | -3.2% | +5.2% | -2.3% |
| 30D | -7.1% | -4.6% | -2.5% | -12.5% |
| 3M | -28.6% | -0.7% | -28.0% | -28.7% |
| 6M | -44.0% | +22.2% | -66.2% | -25.1% |
| YTD | -31.7% | +6.6% | -38.4% | -21.9% |
| 1Y | -46.3% | +5.8% | -52.2% | -37.9% |
| 3Y | -78.3% | +11.6% | -89.9% | -64.3% |
| 5Y | -95.8% | -38.9% | -56.9% | -96.4% |
| All | -99.0% | +25.0% | -124.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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