-78.3%
VXX vs VFC
-25.2%
-53.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.4% | -8.6% | -2.4% |
| 7D | +2.0% | -1.4% | +3.4% | +1.5% |
| 30D | -7.1% | -9.0% | +1.9% | -10.5% |
| 3M | -28.6% | -24.2% | -4.5% | -35.4% |
| 6M | -44.0% | -18.5% | -25.5% | -46.6% |
| YTD | -31.7% | -25.9% | -5.9% | -36.6% |
| 1Y | -46.3% | -13.0% | -33.4% | -45.3% |
| 3Y | -78.3% | -20.3% | -57.9% | -72.7% |
| All | -78.3% | -25.2% | -53.0% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling