-96.2%
VXX vs VSXY
+37.5%
-133.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -28.6% | -4.0% | -24.7% | -28.7% |
| 6M | -44.0% | +67.5% | -111.5% | -31.1% |
| YTD | -31.7% | +39.7% | -71.4% | -19.1% |
| 1Y | -46.3% | +180.0% | -226.3% | -18.7% |
| 3Y | -78.3% | +337.3% | -415.5% | -55.1% |
| 5Y | -95.8% | +22.7% | -118.5% | -93.4% |
| All | -96.2% | +37.5% | -133.8% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling