-34.0%
VXX vs VRSK
-2.2%
-31.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +6.9% | +23.2% | +27.5% |
| 7D | +27.5% | +10.9% | +16.6% | +24.0% |
| 30D | +32.5% | +28.0% | +4.5% | +25.7% |
| 3M | +8.2% | +12.3% | -4.1% | +4.7% |
| 6M | -22.7% | +17.8% | -40.5% | -25.1% |
| YTD | -16.1% | -4.7% | -11.4% | -19.8% |
| 1Y | -34.0% | -0.2% | -33.8% | -39.4% |
| All | -34.0% | -2.2% | -31.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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