-51.1%
VXX vs VICR
+76.0%
-127.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -11.1% | +1.5% | -12.1% |
| 7D | -4.1% | -26.6% | +22.5% | -10.6% |
| 30D | -0.8% | -47.9% | +47.1% | -13.1% |
| 3M | -19.8% | -29.8% | +10.0% | -23.3% |
| 6M | -40.5% | -36.6% | -3.9% | -40.9% |
| YTD | -35.5% | +45.1% | -80.7% | -1.9% |
| 1Y | -51.1% | +80.0% | -131.1% | -8.7% |
| All | -51.1% | +76.0% | -127.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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