+92.5%
LLY vs VXX
-77.4%
+169.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | +0.3% |
| 7D | -3.2% | +7.2% | -10.3% | -2.2% |
| 30D | -7.4% | -5.8% | -1.6% | -8.2% |
| 3M | -1.0% | -29.0% | +28.0% | -5.5% |
| 6M | +12.5% | -44.0% | +56.5% | +4.6% |
| YTD | +5.0% | -28.7% | +33.7% | +1.7% |
| 1Y | +49.8% | -45.2% | +94.9% | +40.7% |
| All | +92.5% | -77.4% | +169.9% | +71.4% |
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