+160.3%
EBAY vs VXX
-78.4%
+238.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +2.2% |
| 7D | +4.2% | +2.0% | +2.2% | +4.4% |
| 30D | +5.6% | -7.1% | +12.7% | +4.9% |
| 3M | -1.4% | -28.6% | +27.2% | -4.6% |
| 6M | +18.2% | -44.0% | +62.2% | +12.0% |
| YTD | +24.8% | -31.7% | +56.6% | +21.4% |
| 1Y | +18.0% | -46.3% | +64.4% | +12.6% |
| 3Y | +160.3% | -78.3% | +238.5% | +130.5% |
| All | +160.3% | -78.4% | +238.7% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling