-12.1%
DOW vs VXX
-99.0%
+87.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -3.1% |
| 7D | -1.4% | +2.0% | -3.4% | -0.9% |
| 30D | -3.9% | -7.1% | +3.2% | -5.5% |
| 3M | -12.7% | -28.6% | +16.0% | -19.2% |
| 6M | -13.7% | -44.0% | +30.3% | -24.6% |
| YTD | +28.4% | -31.7% | +60.1% | +19.5% |
| 1Y | +21.8% | -46.3% | +68.1% | +8.4% |
| 3Y | -35.7% | -78.3% | +42.6% | -46.9% |
| 5Y | -36.8% | -95.8% | +59.0% | -63.0% |
| All | -12.1% | -99.0% | +87.0% | -55.0% |
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 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