+116.9%
LOW vs VXX
-99.0%
+215.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.7% |
| 7D | -3.7% | +2.0% | -5.7% | -3.3% |
| 30D | -8.9% | -7.1% | -1.8% | -10.1% |
| 3M | -10.4% | -28.6% | +18.2% | -15.8% |
| 6M | -19.4% | -44.0% | +24.6% | -27.0% |
| YTD | -17.1% | -31.7% | +14.6% | -21.3% |
| 1Y | -26.3% | -46.3% | +20.1% | -32.7% |
| 3Y | -9.9% | -78.3% | +68.4% | -23.3% |
| 5Y | +6.1% | -95.8% | +101.9% | -32.1% |
| All | +116.9% | -99.0% | +215.9% | +24.4% |
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 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