-95.7%
VXX vs VMC
+47.0%
-142.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -3.4% |
| 7D | +2.0% | -3.8% | +5.7% | -1.9% |
| 30D | -7.1% | -9.7% | +2.6% | -16.3% |
| 3M | -28.6% | -9.6% | -19.0% | -35.4% |
| 6M | -44.0% | -4.8% | -39.2% | -45.1% |
| YTD | -31.7% | -10.9% | -20.9% | -36.6% |
| 1Y | -46.3% | -15.6% | -30.8% | -52.8% |
| 3Y | -78.3% | +19.3% | -97.6% | -66.8% |
| All | -95.7% | +47.0% | -142.7% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling