+205.3%
EBAY vs VXX
-99.0%
+304.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +2.0% |
| 7D | +4.2% | +2.0% | +2.2% | +4.5% |
| 30D | +5.6% | -7.1% | +12.7% | +4.5% |
| 3M | -1.4% | -28.6% | +27.2% | -5.9% |
| 6M | +18.2% | -44.0% | +62.2% | +9.6% |
| YTD | +24.8% | -31.7% | +56.6% | +20.0% |
| 1Y | +18.0% | -46.3% | +64.4% | +10.4% |
| 3Y | +160.3% | -78.3% | +238.5% | +130.6% |
| 5Y | +62.1% | -95.8% | +158.0% | +18.3% |
| All | +205.3% | -99.0% | +304.3% | +125.7% |
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