+67.8%
B vs VXX
-51.1%
+118.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.1% |
| 7D | -1.6% | -3.5% | +1.9% | -2.4% |
| 30D | +9.4% | -13.6% | +23.0% | +5.7% |
| 3M | +5.0% | -24.6% | +29.6% | -1.0% |
| 6M | -3.5% | -39.9% | +36.3% | -12.0% |
| YTD | +4.5% | -33.1% | +37.5% | -2.6% |
| 1Y | +67.8% | -49.9% | +117.7% | +53.2% |
| All | +67.8% | -51.1% | +118.9% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling