-2.7%
LQD vs VXX
-46.7%
+44.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.0% |
| 30D | -1.3% | -7.1% | +5.8% | -1.5% |
| 3M | -3.2% | -28.6% | +25.4% | -4.1% |
| 6M | -2.1% | -44.0% | +41.9% | -3.7% |
| YTD | -2.4% | -31.7% | +29.4% | -3.8% |
| 1Y | -2.7% | -46.3% | +43.7% | -4.4% |
| All | -2.7% | -46.7% | +44.0% | -4.4% |
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 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