+106.2%
EW vs VXX
-98.9%
+205.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +1.2% |
| 7D | -3.4% | +7.2% | -10.5% | -2.2% |
| 30D | -7.4% | -5.8% | -1.5% | -8.3% |
| 3M | +0.9% | -29.0% | +29.9% | -4.6% |
| 6M | +1.2% | -44.0% | +45.1% | -7.5% |
| YTD | +1.8% | -28.7% | +30.5% | -2.0% |
| 1Y | +10.8% | -45.2% | +56.0% | +2.8% |
| 3Y | +17.1% | -77.8% | +95.0% | +1.7% |
| 5Y | -28.2% | -95.6% | +67.4% | -50.8% |
| All | +106.2% | -98.9% | +205.1% | +32.0% |
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