-95.7%
VXX vs TRU
-35.6%
-60.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.6% |
| 7D | +2.0% | -2.7% | +4.7% | 0.0% |
| 30D | -7.1% | -2.0% | -5.1% | -8.2% |
| 3M | -28.6% | +18.4% | -47.1% | -18.3% |
| 6M | -44.0% | +8.9% | -52.8% | -38.7% |
| YTD | -31.7% | -8.9% | -22.8% | -34.2% |
| 1Y | -46.3% | -15.9% | -30.5% | -50.6% |
| 3Y | -78.3% | -1.1% | -77.2% | -72.5% |
| All | -95.7% | -35.6% | -60.1% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling