-67.0%
VXX vs VIK
+225.1%
-292.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -3.1% |
| 7D | +2.0% | -0.9% | +2.9% | +1.2% |
| 30D | -7.1% | -18.4% | +11.3% | -24.0% |
| 3M | -28.6% | -8.8% | -19.9% | -34.0% |
| 6M | -44.0% | +17.1% | -61.1% | -28.5% |
| YTD | -31.7% | +19.0% | -50.8% | -8.2% |
| 1Y | -46.3% | +30.1% | -76.5% | -18.9% |
| All | -67.0% | +225.1% | -292.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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