-51.1%
VXX vs USFD
+49.6%
-100.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.5% | -18.1% | -8.2% |
| 7D | -4.1% | +7.8% | -12.0% | -2.6% |
| 30D | -0.8% | +16.2% | -17.0% | +1.8% |
| 3M | -19.8% | +11.0% | -30.8% | -18.0% |
| 6M | -40.5% | +20.7% | -61.2% | -38.4% |
| YTD | -35.5% | +46.0% | -81.5% | -26.5% |
| 1Y | -51.1% | +49.8% | -100.9% | -42.4% |
| All | -51.1% | +49.6% | -100.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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