-46.3%
VXX vs VMC
-14.0%
-32.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -3.8% |
| 7D | +2.0% | -3.8% | +5.7% | -0.3% |
| 30D | -7.1% | -9.7% | +2.6% | -12.5% |
| 3M | -28.6% | -9.6% | -19.0% | -32.2% |
| 6M | -44.0% | -4.8% | -39.2% | -43.5% |
| YTD | -31.7% | -10.9% | -20.9% | -30.2% |
| 1Y | -46.3% | -15.6% | -30.8% | -47.3% |
| All | -46.3% | -14.0% | -32.3% | -47.3% |
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