-49.9%
VXX vs VIVK
-100.0%
+50.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.3% | +12.9% | +0.5% |
| 7D | -3.5% | -1.4% | -2.1% | -3.5% |
| 30D | -13.6% | -43.6% | +30.0% | -13.7% |
| 3M | -24.6% | -95.1% | +70.5% | -25.6% |
| 6M | -39.9% | -98.2% | +58.3% | -41.0% |
| YTD | -33.1% | -97.9% | +64.9% | -33.9% |
| 1Y | -49.9% | -100.0% | +50.1% | -52.1% |
| All | -49.9% | -100.0% | +50.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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