-51.1%
VXX vs VSXY
+210.1%
-261.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.4% | -18.0% | -7.9% |
| 7D | -4.1% | +14.2% | -18.3% | -1.1% |
| 30D | -0.8% | +21.9% | -22.7% | +3.7% |
| 3M | -19.8% | +22.1% | -41.9% | -15.6% |
| 6M | -40.5% | +116.7% | -157.2% | -26.5% |
| YTD | -35.5% | +101.1% | -136.7% | -19.5% |
| 1Y | -51.1% | +208.0% | -259.1% | -26.7% |
| All | -51.1% | +210.1% | -261.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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