+131.9%
C vs VXX
-99.0%
+230.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.9% |
| 7D | +0.8% | +2.0% | -1.2% | +1.4% |
| 30D | +0.9% | -7.1% | +8.0% | -1.0% |
| 3M | +1.1% | -28.6% | +29.7% | -7.0% |
| 6M | +28.4% | -44.0% | +72.4% | +12.5% |
| YTD | +20.8% | -31.7% | +52.5% | +13.3% |
| 1Y | +43.4% | -46.3% | +89.8% | +28.1% |
| 3Y | +274.9% | -78.3% | +353.2% | +213.0% |
| 5Y | +136.7% | -95.8% | +232.5% | +39.7% |
| All | +131.9% | -99.0% | +230.9% | +24.6% |
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