-95.7%
VXX vs USFR
+20.6%
-116.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | -7.1% | +0.4% | -7.5% | -7.2% |
| 3M | -28.6% | +1.0% | -29.7% | -29.0% |
| 6M | -44.0% | +2.0% | -46.0% | -43.9% |
| YTD | -31.7% | +2.8% | -34.5% | -30.5% |
| 1Y | -46.3% | +4.1% | -50.4% | -43.7% |
| 3Y | -78.3% | +14.1% | -92.4% | -80.9% |
| All | -95.7% | +20.6% | -116.3% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling