-99.0%
VXX vs VFC
-77.7%
-21.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.4% | -8.6% | -1.7% |
| 7D | +2.0% | -1.4% | +3.4% | +1.4% |
| 30D | -7.1% | -9.0% | +1.9% | -11.8% |
| 3M | -28.6% | -24.2% | -4.5% | -38.1% |
| 6M | -44.0% | -18.5% | -25.5% | -47.9% |
| YTD | -31.7% | -25.9% | -5.9% | -38.9% |
| 1Y | -46.3% | -13.0% | -33.4% | -45.3% |
| 3Y | -78.3% | -20.3% | -57.9% | -71.5% |
| 5Y | -95.8% | -78.1% | -17.7% | -97.9% |
| All | -99.0% | -77.7% | -21.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling