-98.9%
VXX vs VSH
+60.3%
-159.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +2.4% |
| 7D | +7.2% | +3.1% | +4.1% | +10.0% |
| 30D | -5.8% | -5.7% | -0.1% | -10.1% |
| 3M | -29.0% | -42.5% | +13.4% | -54.9% |
| 6M | -44.0% | +82.7% | -126.7% | +14.8% |
| YTD | -28.7% | +118.2% | -146.9% | +79.9% |
| 1Y | -45.2% | +109.7% | -154.8% | +38.7% |
| 3Y | -77.8% | +35.3% | -113.1% | -50.5% |
| 5Y | -95.6% | +65.6% | -161.2% | -84.8% |
| All | -98.9% | +60.3% | -159.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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