-99.0%
VXX vs VICR
+972.7%
-1,071.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +11.2% | -15.4% | 0.0% |
| 7D | +2.0% | +5.0% | -3.0% | +4.3% |
| 30D | -7.1% | -12.5% | +5.4% | -10.8% |
| 3M | -28.6% | -33.6% | +5.0% | -36.4% |
| 6M | -44.0% | +10.7% | -54.7% | -34.2% |
| YTD | -31.7% | +80.6% | -112.3% | +1.5% |
| 1Y | -46.3% | +288.4% | -334.7% | +13.8% |
| 3Y | -78.3% | +213.8% | -292.1% | -45.8% |
| 5Y | -95.8% | +58.8% | -154.7% | -90.6% |
| All | -99.0% | +972.7% | -1,071.7% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling