-15.0%
IR vs VXX
-49.3%
+34.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -1.5% |
| 7D | -1.9% | +1.6% | -3.4% | -1.4% |
| 30D | -15.0% | -9.5% | -5.6% | -17.6% |
| 3M | -0.4% | -27.3% | +26.9% | -10.2% |
| 6M | -15.0% | -43.3% | +28.3% | -29.5% |
| All | -15.0% | -49.3% | +34.3% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling