+119.9%
IR vs VXX
-98.9%
+218.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | +0.1% |
| 7D | -3.1% | +7.2% | -10.2% | -1.3% |
| 30D | -14.0% | -5.8% | -8.2% | -15.2% |
| 3M | +3.7% | -29.0% | +32.8% | -4.1% |
| 6M | -15.4% | -44.0% | +28.6% | -25.1% |
| YTD | -7.7% | -28.7% | +21.0% | -12.1% |
| 1Y | -8.8% | -45.2% | +36.4% | -17.6% |
| 3Y | +5.6% | -77.8% | +83.4% | -10.2% |
| 5Y | +34.3% | -95.6% | +130.0% | -15.3% |
| All | +119.9% | -98.9% | +218.8% | +26.6% |
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