-44.0%
VXX vs VRSN
+20.7%
-64.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +7.2% | -1.5% | +8.7% | +7.4% |
| 30D | -5.8% | +0.7% | -6.6% | -6.1% |
| 3M | -29.0% | +0.6% | -29.6% | -29.3% |
| 6M | -44.0% | +21.7% | -65.7% | -39.1% |
| All | -44.0% | +20.7% | -64.7% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling