-95.7%
VXX vs WU
-51.3%
-44.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.0% |
| 7D | +2.0% | -3.5% | +5.5% | +0.1% |
| 30D | -7.1% | -2.9% | -4.2% | -8.4% |
| 3M | -28.6% | -2.3% | -26.4% | -28.7% |
| 6M | -44.0% | -25.4% | -18.6% | -52.4% |
| YTD | -31.7% | -21.2% | -10.5% | -39.6% |
| 1Y | -46.3% | -8.9% | -37.5% | -47.1% |
| 3Y | -78.3% | -29.0% | -49.3% | -79.7% |
| All | -95.7% | -51.3% | -44.3% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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