-44.0%
VXX vs WU
-25.0%
-19.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.1% |
| 7D | +7.2% | -5.0% | +12.1% | +6.8% |
| 30D | -5.8% | -2.3% | -3.6% | -6.0% |
| 3M | -29.0% | -3.2% | -25.8% | -24.6% |
| 6M | -44.0% | -25.0% | -19.0% | -50.7% |
| All | -44.0% | -25.0% | -19.0% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling