-12.3%
LUV vs VXX
-95.6%
+83.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.4% |
| 7D | -1.0% | +2.0% | -2.9% | -0.5% |
| 30D | -12.4% | -7.1% | -5.3% | -13.8% |
| 3M | -11.0% | -28.6% | +17.6% | -17.1% |
| 6M | -5.0% | -44.0% | +39.0% | -15.0% |
| YTD | -3.8% | -31.7% | +28.0% | -8.9% |
| 1Y | +25.9% | -46.3% | +72.3% | +14.5% |
| 3Y | +42.2% | -78.3% | +120.5% | +20.7% |
| All | -12.3% | -95.6% | +83.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling