+1,938.3%
LITE vs VXX
-78.1%
+2,016.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +1.8% |
| 7D | +13.6% | +1.6% | +12.0% | +14.2% |
| 30D | +21.6% | -9.5% | +31.0% | +16.8% |
| 3M | +20.3% | -27.3% | +47.6% | +7.2% |
| 6M | +54.4% | -43.3% | +97.7% | +26.1% |
| YTD | +168.3% | -30.9% | +199.2% | +144.8% |
| 1Y | +551.8% | -47.2% | +599.0% | +450.4% |
| All | +1,938.3% | -78.1% | +2,016.4% | +1,561.2% |
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