-78.3%
VXX vs USFR
+14.1%
-92.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -3.6% |
| 7D | +2.0% | +0.1% | +1.8% | +3.2% |
| 30D | -7.1% | +0.4% | -7.5% | -4.3% |
| 3M | -28.6% | +1.0% | -29.7% | -22.3% |
| 6M | -44.0% | +2.0% | -46.0% | -32.7% |
| YTD | -31.7% | +2.8% | -34.5% | -8.4% |
| 1Y | -46.3% | +4.1% | -50.4% | -12.5% |
| 3Y | -78.3% | +14.1% | -92.4% | -23.2% |
| All | -78.3% | +14.1% | -92.4% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling