+6.5%
IR vs VXX
-78.4%
+84.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.2% |
| 7D | -4.5% | +2.0% | -6.5% | -4.0% |
| 30D | -13.9% | -7.1% | -6.8% | -15.3% |
| 3M | -0.3% | -28.6% | +28.3% | -7.2% |
| 6M | -14.3% | -44.0% | +29.7% | -23.4% |
| YTD | -7.9% | -31.7% | +23.9% | -12.9% |
| 1Y | -9.9% | -46.3% | +36.5% | -18.2% |
| 3Y | +6.5% | -78.3% | +84.8% | -7.3% |
| All | +6.5% | -78.4% | +84.9% | -7.3% |
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