-99.0%
VXX vs WU
-42.3%
-56.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -3.8% |
| 7D | +2.0% | -3.5% | +5.5% | -0.9% |
| 30D | -7.1% | -2.9% | -4.2% | -9.2% |
| 3M | -28.6% | -2.3% | -26.4% | -29.8% |
| 6M | -44.0% | -25.4% | -18.6% | -56.7% |
| YTD | -31.7% | -21.2% | -10.5% | -44.1% |
| 1Y | -46.3% | -8.9% | -37.5% | -49.0% |
| 3Y | -78.3% | -29.0% | -49.3% | -81.6% |
| 5Y | -95.8% | -50.7% | -45.1% | -97.5% |
| All | -99.0% | -42.3% | -56.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling