-46.3%
VXX vs TRU
-13.7%
-32.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.9% |
| 7D | +2.0% | -2.7% | +4.7% | +1.0% |
| 30D | -7.1% | -2.0% | -5.1% | -7.5% |
| 3M | -28.6% | +18.4% | -47.1% | -22.4% |
| 6M | -44.0% | +8.9% | -52.8% | -40.2% |
| YTD | -31.7% | -8.9% | -22.8% | -32.6% |
| 1Y | -46.3% | -15.9% | -30.5% | -46.0% |
| All | -46.3% | -13.7% | -32.7% | -46.0% |
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