-44.0%
VXX vs VMC
-8.0%
-36.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.3% |
| 7D | +7.2% | -3.7% | +10.9% | +4.9% |
| 30D | -5.8% | -12.8% | +6.9% | -12.9% |
| 3M | -29.0% | -7.9% | -21.1% | -30.3% |
| 6M | -44.0% | -7.5% | -36.5% | -40.3% |
| All | -44.0% | -8.0% | -36.0% | -40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling