-49.9%
VXX vs VICR
+272.1%
-322.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +1.6% |
| 7D | -3.5% | +0.4% | -3.9% | -3.3% |
| 30D | -13.6% | -13.9% | +0.3% | -15.6% |
| 3M | -24.6% | -38.4% | +13.8% | -29.4% |
| 6M | -39.9% | -7.2% | -32.7% | -32.2% |
| YTD | -33.1% | +72.0% | -105.1% | -17.4% |
| 1Y | -49.9% | +263.3% | -313.2% | -31.2% |
| All | -49.9% | +272.1% | -322.0% | -31.2% |
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