+29.6%
LUV vs VXX
-51.1%
+80.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.5% |
| 7D | +0.4% | -3.5% | +3.9% | -0.7% |
| 30D | -18.4% | -13.6% | -4.8% | -22.2% |
| 3M | -3.2% | -24.6% | +21.4% | -10.9% |
| 6M | -14.8% | -39.9% | +25.0% | -26.0% |
| YTD | -2.9% | -33.1% | +30.2% | -12.9% |
| 1Y | +29.6% | -49.9% | +79.5% | +8.1% |
| All | +29.6% | -51.1% | +80.7% | +8.1% |
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