-99.0%
VXX vs WY
-18.2%
-80.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.0% |
| 7D | +2.0% | -4.2% | +6.1% | -2.0% |
| 30D | -7.1% | -10.1% | +3.0% | -16.1% |
| 3M | -28.6% | -8.5% | -20.1% | -34.5% |
| 6M | -44.0% | -3.3% | -40.6% | -44.8% |
| YTD | -31.7% | -4.4% | -27.3% | -33.5% |
| 1Y | -46.3% | -11.5% | -34.9% | -51.5% |
| 3Y | -78.3% | -24.3% | -53.9% | -80.6% |
| 5Y | -95.8% | -21.3% | -74.5% | -95.5% |
| All | -99.0% | -18.2% | -80.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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