+57.3%
LLY vs VXX
-51.0%
+108.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.3% | -0.2% |
| 7D | +10.1% | -4.1% | +14.2% | +9.7% |
| 30D | +24.0% | -0.8% | +24.9% | +24.1% |
| 3M | +27.3% | -19.8% | +47.1% | +24.4% |
| 6M | +47.0% | -40.5% | +87.5% | +38.1% |
| YTD | +32.6% | -35.5% | +68.1% | +26.4% |
| 1Y | +57.3% | -51.1% | +108.5% | +44.3% |
| All | +57.3% | -51.0% | +108.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling