-95.7%
VXX vs VICR
+57.6%
-153.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +11.2% | -15.4% | -1.0% |
| 7D | +2.0% | +5.0% | -3.0% | +3.8% |
| 30D | -7.1% | -12.5% | +5.4% | -9.9% |
| 3M | -28.6% | -33.6% | +5.0% | -34.5% |
| 6M | -44.0% | +10.7% | -54.7% | -35.7% |
| YTD | -31.7% | +80.6% | -112.3% | -5.8% |
| 1Y | -46.3% | +288.4% | -334.7% | -2.2% |
| 3Y | -78.3% | +213.8% | -292.1% | -54.3% |
| All | -95.7% | +57.6% | -153.3% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling