+55.2%
EBAY vs VXX
-51.0%
+106.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.6% | +15.1% | +4.3% |
| 7D | +6.0% | -4.1% | +10.1% | +5.6% |
| 30D | +16.8% | -0.8% | +17.6% | +16.9% |
| 3M | +14.5% | -19.8% | +34.3% | +11.7% |
| 6M | +15.1% | -40.5% | +55.6% | +7.8% |
| YTD | +45.0% | -35.5% | +80.6% | +40.0% |
| 1Y | +55.2% | -51.1% | +106.3% | +42.1% |
| All | +55.2% | -51.0% | +106.2% | +42.1% |
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