-99.0%
VXX vs TRU
+33.6%
-132.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.4% |
| 7D | +2.0% | -2.7% | +4.7% | -0.6% |
| 30D | -7.1% | -2.0% | -5.1% | -8.6% |
| 3M | -28.6% | +18.4% | -47.1% | -15.6% |
| 6M | -44.0% | +8.9% | -52.8% | -37.7% |
| YTD | -31.7% | -8.9% | -22.8% | -35.7% |
| 1Y | -46.3% | -15.9% | -30.5% | -52.5% |
| 3Y | -78.3% | -1.1% | -77.2% | -70.9% |
| 5Y | -95.8% | -35.2% | -60.6% | -96.3% |
| All | -99.0% | +33.6% | -132.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling