-95.7%
VXX vs VSXY
+22.6%
-118.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -3.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -7.1% | -18.7% | +11.6% | -12.3% |
| 3M | -28.6% | -4.0% | -24.7% | -28.7% |
| 6M | -44.0% | +67.5% | -111.5% | -30.5% |
| YTD | -31.7% | +39.7% | -71.4% | -18.6% |
| 1Y | -46.3% | +180.0% | -226.3% | -17.1% |
| 3Y | -78.3% | +337.3% | -415.5% | -53.2% |
| All | -95.7% | +22.6% | -118.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling