+258.8%
B vs VXX
-99.0%
+357.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.2% |
| 7D | -2.4% | +2.0% | -4.4% | -2.2% |
| 30D | +6.3% | -7.1% | +13.4% | +5.9% |
| 3M | +12.1% | -28.6% | +40.8% | +9.8% |
| 6M | -3.1% | -44.0% | +40.9% | -6.2% |
| YTD | +2.0% | -31.7% | +33.7% | +0.2% |
| 1Y | +51.7% | -46.3% | +98.0% | +47.4% |
| 3Y | +190.5% | -78.3% | +268.8% | +178.4% |
| 5Y | +158.0% | -95.8% | +253.8% | +131.5% |
| All | +258.8% | -99.0% | +357.8% | +204.2% |
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 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