+266.3%
B vs VXX
-99.0%
+365.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.2% |
| 7D | +1.0% | +1.6% | -0.5% | +1.2% |
| 30D | +9.5% | -9.5% | +18.9% | +8.8% |
| 3M | +14.3% | -27.3% | +41.6% | +12.1% |
| 6M | -1.9% | -43.3% | +41.4% | -5.0% |
| YTD | +4.1% | -30.9% | +34.9% | +2.4% |
| 1Y | +56.1% | -47.2% | +103.3% | +51.5% |
| 3Y | +202.0% | -78.5% | +280.5% | +189.2% |
| 5Y | +158.8% | -95.6% | +254.4% | +133.0% |
| All | +266.3% | -99.0% | +365.3% | +210.8% |
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