+99.6%
DE vs VXX
-95.6%
+195.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.9% |
| 7D | -2.6% | +2.0% | -4.5% | -2.3% |
| 30D | +9.0% | -7.1% | +16.1% | +8.0% |
| 3M | +19.1% | -28.6% | +47.8% | +14.0% |
| 6M | +14.4% | -44.0% | +58.4% | +6.6% |
| YTD | +45.9% | -31.7% | +77.7% | +40.7% |
| 1Y | +43.6% | -46.3% | +89.9% | +34.7% |
| 3Y | +75.9% | -78.3% | +154.1% | +56.5% |
| All | +99.6% | -95.6% | +195.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling