-95.6%
VXX vs USFD
+189.4%
-285.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +1.9% |
| 7D | +7.2% | -8.0% | +15.1% | -0.4% |
| 30D | -5.8% | -13.1% | +7.2% | -16.9% |
| 3M | -29.0% | +6.5% | -35.5% | -24.4% |
| 6M | -44.0% | +5.7% | -49.7% | -40.6% |
| YTD | -28.7% | +27.5% | -56.2% | -8.0% |
| 1Y | -45.2% | +23.4% | -68.6% | -30.7% |
| 3Y | -77.8% | +146.4% | -224.3% | -37.5% |
| 5Y | -95.6% | +196.8% | -292.4% | -82.3% |
| All | -95.6% | +189.4% | -285.1% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling