-51.1%
VXX vs VRSN
+31.7%
-82.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -11.0% | -9.7% |
| 7D | -4.1% | +3.6% | -7.7% | -4.4% |
| 30D | -0.8% | +8.8% | -9.6% | -1.7% |
| 3M | -19.8% | +6.6% | -26.4% | -20.4% |
| 6M | -40.5% | +16.7% | -57.2% | -40.9% |
| YTD | -35.5% | +32.1% | -67.7% | -36.5% |
| 1Y | -51.1% | +34.1% | -85.2% | -50.9% |
| All | -51.1% | +31.7% | -82.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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