-95.7%
VXX vs VNQ
+7.0%
-102.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.1% |
| 7D | +2.0% | -1.3% | +3.2% | -0.1% |
| 30D | -7.1% | -2.6% | -4.5% | -11.1% |
| 3M | -28.6% | -2.0% | -26.6% | -31.3% |
| 6M | -44.0% | +4.3% | -48.3% | -38.7% |
| YTD | -31.7% | +9.2% | -41.0% | -18.6% |
| 1Y | -46.3% | +5.6% | -52.0% | -39.0% |
| 3Y | -78.3% | +30.8% | -109.1% | -58.1% |
| All | -95.7% | +7.0% | -102.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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