+207.2%
ALL vs VXX
-99.0%
+306.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.2% |
| 7D | -2.3% | +2.0% | -4.2% | -2.0% |
| 30D | -0.4% | -7.1% | +6.7% | -1.3% |
| 3M | +16.0% | -28.6% | +44.7% | +11.0% |
| 6M | +24.6% | -44.0% | +68.6% | +15.7% |
| YTD | +23.7% | -31.7% | +55.4% | +18.7% |
| 1Y | +27.7% | -46.3% | +74.1% | +19.2% |
| 3Y | +150.2% | -78.3% | +228.5% | +120.6% |
| 5Y | +117.1% | -95.8% | +212.9% | +54.2% |
| All | +207.2% | -99.0% | +306.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling