+25.9%
LUV vs VXX
-46.7%
+72.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | 0.0% |
| 7D | -1.0% | +2.0% | -2.9% | -0.3% |
| 30D | -12.4% | -7.1% | -5.3% | -14.3% |
| 3M | -11.0% | -28.6% | +17.6% | -19.6% |
| 6M | -5.0% | -44.0% | +39.0% | -19.3% |
| YTD | -3.8% | -31.7% | +28.0% | -13.1% |
| 1Y | +25.9% | -46.3% | +72.3% | +7.4% |
| All | +25.9% | -46.7% | +72.6% | +7.4% |
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