-98.9%
VXX vs VRSN
+152.9%
-251.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.9% |
| 7D | +7.2% | -1.5% | +8.7% | +5.4% |
| 30D | -5.8% | +0.7% | -6.6% | -5.2% |
| 3M | -29.0% | +0.6% | -29.6% | -29.6% |
| 6M | -44.0% | +21.7% | -65.7% | -30.5% |
| YTD | -28.7% | +20.0% | -48.7% | -13.8% |
| 1Y | -45.2% | +3.2% | -48.3% | -44.4% |
| 3Y | -77.8% | +42.4% | -120.2% | -62.4% |
| 5Y | -95.6% | +33.0% | -128.6% | -92.1% |
| All | -98.9% | +152.9% | -251.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling