+119.4%
IR vs VXX
-99.0%
+218.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.3% |
| 7D | -4.5% | +2.0% | -6.5% | -4.0% |
| 30D | -13.9% | -7.1% | -6.8% | -15.4% |
| 3M | -0.3% | -28.6% | +28.3% | -7.8% |
| 6M | -14.3% | -44.0% | +29.7% | -24.2% |
| YTD | -7.9% | -31.7% | +23.9% | -13.2% |
| 1Y | -9.9% | -46.3% | +36.5% | -19.0% |
| 3Y | +6.5% | -78.3% | +84.8% | -9.9% |
| 5Y | +34.0% | -95.8% | +129.9% | -16.4% |
| All | +119.4% | -99.0% | +218.4% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling