+51.9%
DOW vs VXX
-51.0%
+102.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -2.5% |
| 7D | -4.2% | -4.1% | -0.1% | -3.9% |
| 30D | +14.7% | -0.8% | +15.5% | +14.8% |
| 3M | +9.1% | -19.8% | +28.9% | +10.1% |
| 6M | -17.7% | -40.5% | +22.8% | -16.8% |
| YTD | +44.6% | -35.5% | +80.2% | +55.4% |
| 1Y | +51.9% | -51.1% | +103.0% | +53.0% |
| All | +51.9% | -51.0% | +102.9% | +53.0% |
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 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