-32.3%
LULU vs VXX
-35.2%
+2.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.1% |
| 7D | +3.3% | +14.3% | -11.0% | +6.3% |
| 30D | +20.6% | +29.9% | -9.3% | +28.6% |
| 3M | -11.2% | +8.5% | -19.7% | -9.5% |
| 6M | -16.1% | -21.8% | +5.7% | -21.6% |
| YTD | -46.7% | -17.1% | -29.6% | -46.7% |
| 1Y | -32.3% | -37.3% | +5.0% | -37.5% |
| All | -32.3% | -35.2% | +2.9% | -37.5% |
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