-49.9%
VXX vs VMC
-8.5%
-41.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +1.1% |
| 7D | -3.5% | -4.3% | +0.8% | -6.0% |
| 30D | -13.6% | -8.2% | -5.4% | -17.9% |
| 3M | -24.6% | -7.0% | -17.6% | -27.2% |
| 6M | -39.9% | -10.8% | -29.1% | -41.4% |
| YTD | -33.1% | -7.4% | -25.7% | -30.3% |
| 1Y | -49.9% | -9.5% | -40.4% | -49.3% |
| All | -49.9% | -8.5% | -41.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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