-57.2%
COIN vs VXX
-36.4%
-20.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +30.1% | -39.8% | +5.9% |
| 7D | -14.8% | +27.5% | -42.3% | 0.0% |
| 30D | -26.3% | +32.5% | -58.9% | -10.9% |
| 3M | -8.7% | +8.2% | -17.0% | -0.3% |
| 6M | -30.8% | -22.7% | -8.1% | -35.7% |
| YTD | -39.5% | -16.1% | -23.4% | -36.1% |
| 1Y | -57.2% | -34.0% | -23.1% | -61.9% |
| All | -57.2% | -36.4% | -20.8% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling