-29.3%
EW vs VXX
-95.6%
+66.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -3.4% |
| 7D | -6.2% | +2.0% | -8.1% | -5.9% |
| 30D | -9.3% | -7.1% | -2.2% | -10.3% |
| 3M | -1.6% | -28.6% | +27.0% | -6.2% |
| 6M | -0.8% | -44.0% | +43.1% | -8.2% |
| YTD | -1.0% | -31.7% | +30.7% | -4.8% |
| 1Y | +8.2% | -46.3% | +54.5% | +1.1% |
| 3Y | +12.7% | -78.3% | +90.9% | -1.3% |
| All | -29.3% | -95.6% | +66.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling