-99.0%
VXX vs USFD
+184.5%
-283.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.8% |
| 7D | +2.0% | -8.4% | +10.3% | -4.2% |
| 30D | -7.1% | -14.1% | +7.0% | -16.8% |
| 3M | -28.6% | +4.5% | -33.1% | -26.0% |
| 6M | -44.0% | +4.4% | -48.4% | -41.7% |
| YTD | -31.7% | +26.6% | -58.3% | -17.6% |
| 1Y | -46.3% | +19.4% | -65.7% | -37.3% |
| 3Y | -78.3% | +144.6% | -222.8% | -51.3% |
| 5Y | -95.8% | +194.5% | -290.4% | -87.6% |
| All | -99.0% | +184.5% | -283.5% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling