-51.1%
VXX vs USFR
+4.1%
-55.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -4.1% | +0.1% | -4.2% | -6.5% |
| 30D | -0.8% | +0.4% | -1.2% | -10.3% |
| 3M | -19.8% | +1.1% | -20.8% | -42.0% |
| 6M | -40.5% | +2.0% | -42.5% | -71.7% |
| YTD | -35.5% | +3.4% | -38.9% | -68.3% |
| 1Y | -51.1% | +4.1% | -55.2% | -58.6% |
| All | -51.1% | +4.1% | -55.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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