+68.5%
COST vs VXX
-78.4%
+146.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.0% |
| 30D | -4.7% | -7.1% | +2.4% | -5.2% |
| 3M | -7.1% | -28.6% | +21.5% | -9.5% |
| 6M | -8.5% | -44.0% | +35.4% | -12.5% |
| YTD | +5.4% | -31.7% | +37.1% | +3.2% |
| 1Y | -5.6% | -46.3% | +40.7% | -9.4% |
| 3Y | +68.5% | -78.3% | +146.7% | +56.0% |
| All | +68.5% | -78.4% | +146.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling