-99.0%
VXX vs USFR
+25.7%
-124.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.0% | +0.1% | +1.8% | +2.0% |
| 30D | -7.1% | +0.4% | -7.5% | -7.0% |
| 3M | -28.6% | +1.0% | -29.7% | -28.4% |
| 6M | -44.0% | +2.0% | -46.0% | -43.5% |
| YTD | -31.7% | +2.8% | -34.5% | -30.5% |
| 1Y | -46.3% | +4.1% | -50.4% | -44.5% |
| 3Y | -78.3% | +14.1% | -92.4% | -77.6% |
| 5Y | -95.8% | +20.6% | -116.4% | -95.9% |
| All | -99.0% | +25.7% | -124.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling