-95.7%
VXX vs VRSK
-11.8%
-83.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -5.2% | +7.1% | -0.6% |
| 30D | -7.1% | -2.3% | -4.8% | -7.9% |
| 3M | -28.6% | -2.9% | -25.7% | -29.4% |
| 6M | -44.0% | -12.8% | -31.2% | -48.7% |
| YTD | -31.7% | -20.8% | -10.9% | -41.8% |
| 1Y | -46.3% | -33.2% | -13.1% | -60.2% |
| 3Y | -78.3% | -26.6% | -51.7% | -81.4% |
| All | -95.7% | -11.8% | -83.9% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling