+128.4%
C vs VXX
-99.0%
+227.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.3% |
| 7D | +3.2% | -3.0% | +6.2% | +2.4% |
| 30D | +1.3% | -11.5% | +12.8% | -1.9% |
| 3M | +3.1% | -27.3% | +30.5% | -4.6% |
| 6M | +29.6% | -49.6% | +79.2% | +10.5% |
| YTD | +19.0% | -32.0% | +51.0% | +11.5% |
| 1Y | +45.6% | -48.3% | +94.0% | +28.8% |
| 3Y | +269.3% | -78.9% | +348.1% | +205.8% |
| 5Y | +131.6% | -95.6% | +227.2% | +39.0% |
| All | +128.4% | -99.0% | +227.4% | +22.6% |
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 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