+207.0%
ALL vs VXX
-99.0%
+306.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.0% |
| 30D | -5.6% | -9.5% | +3.9% | -6.8% |
| 3M | +17.2% | -27.3% | +44.5% | +12.4% |
| 6M | +23.2% | -43.3% | +66.6% | +14.6% |
| YTD | +23.6% | -30.9% | +54.5% | +18.8% |
| 1Y | +29.2% | -47.2% | +76.3% | +20.2% |
| 3Y | +153.8% | -78.5% | +232.3% | +123.2% |
| 5Y | +116.1% | -95.6% | +211.7% | +54.9% |
| All | +207.0% | -99.0% | +306.0% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling