-78.3%
VXX vs VICR
+209.3%
-287.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +11.2% | -15.4% | -0.8% |
| 7D | +2.0% | +5.0% | -3.0% | +3.9% |
| 30D | -7.1% | -12.5% | +5.4% | -10.1% |
| 3M | -28.6% | -33.6% | +5.0% | -34.9% |
| 6M | -44.0% | +10.7% | -54.7% | -34.0% |
| YTD | -31.7% | +80.6% | -112.3% | -0.9% |
| 1Y | -46.3% | +288.4% | -334.7% | +8.2% |
| 3Y | -78.3% | +213.8% | -292.1% | -56.8% |
| All | -78.3% | +209.3% | -287.5% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling