-51.1%
VXX vs TRU
+2.1%
-53.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.6% | -14.2% | -8.5% |
| 7D | -4.1% | +10.5% | -14.6% | -1.5% |
| 30D | -0.8% | +28.7% | -29.5% | +7.0% |
| 3M | -19.8% | +0.7% | -20.4% | -19.8% |
| 6M | -40.5% | +19.3% | -59.8% | -35.5% |
| YTD | -35.5% | -3.7% | -31.8% | -36.0% |
| 1Y | -51.1% | +3.4% | -54.5% | -48.4% |
| All | -51.1% | +2.1% | -53.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling