+216.8%
LUNR vs VXX
-78.4%
+295.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -3.7% |
| 7D | -3.1% | +2.0% | -5.1% | -2.3% |
| 30D | -15.3% | -7.1% | -8.2% | -17.8% |
| 3M | -53.2% | -28.6% | -24.5% | -58.9% |
| 6M | -22.2% | -44.0% | +21.8% | -35.9% |
| YTD | -11.6% | -31.7% | +20.2% | -19.5% |
| 1Y | +68.4% | -46.3% | +114.8% | +44.6% |
| 3Y | +216.8% | -78.3% | +295.0% | +161.0% |
| All | +216.8% | -78.4% | +295.2% | +161.0% |
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