+412.4%
COST vs VXX
-99.0%
+511.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.3% |
| 7D | -1.2% | +2.0% | -3.2% | -0.9% |
| 30D | -4.7% | -7.1% | +2.4% | -5.5% |
| 3M | -7.1% | -28.6% | +21.5% | -10.7% |
| 6M | -8.5% | -44.0% | +35.4% | -14.3% |
| YTD | +5.4% | -31.7% | +37.1% | +1.8% |
| 1Y | -5.6% | -46.3% | +40.7% | -11.1% |
| 3Y | +68.5% | -78.3% | +146.7% | +52.1% |
| 5Y | +105.2% | -95.8% | +201.1% | +56.8% |
| All | +412.4% | -99.0% | +511.4% | +278.9% |
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 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