+30.6%
C vs VXX
-49.3%
+79.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.3% |
| 7D | +2.6% | +1.6% | +1.0% | +3.1% |
| 30D | +1.9% | -9.5% | +11.4% | -1.0% |
| 3M | +2.8% | -27.3% | +30.1% | -5.8% |
| 6M | +30.6% | -43.3% | +73.9% | +12.2% |
| All | +30.6% | -49.3% | +79.9% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling