-51.1%
VXX vs VFC
+52.5%
-103.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.4% | -14.1% | -7.5% |
| 7D | -4.1% | +21.5% | -25.6% | +5.4% |
| 30D | -0.8% | +46.7% | -47.5% | +19.4% |
| 3M | -19.8% | +38.4% | -58.2% | -5.7% |
| 6M | -40.5% | +15.2% | -55.7% | -35.0% |
| YTD | -35.5% | +17.8% | -53.4% | -25.1% |
| 1Y | -51.1% | +55.6% | -106.7% | -33.3% |
| All | -51.1% | +52.5% | -103.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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