-99.0%
VXX vs VRSN
+156.3%
-255.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -2.8% |
| 7D | +2.0% | +0.2% | +1.8% | +2.3% |
| 30D | -7.1% | +3.8% | -10.9% | -3.2% |
| 3M | -28.6% | +5.0% | -33.6% | -25.5% |
| 6M | -44.0% | +24.9% | -68.9% | -28.4% |
| YTD | -31.7% | +21.6% | -53.3% | -16.2% |
| 1Y | -46.3% | +2.4% | -48.8% | -46.2% |
| 3Y | -78.3% | +47.3% | -125.6% | -61.5% |
| 5Y | -95.8% | +34.7% | -130.6% | -92.4% |
| All | -99.0% | +156.3% | -255.3% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling