+24.4%
LYB vs VXX
-51.1%
+75.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -0.2% | -3.5% | +3.3% | -0.1% |
| 30D | +8.7% | -13.6% | +22.3% | +9.3% |
| 3M | -3.0% | -24.6% | +21.6% | -2.0% |
| 6M | +4.7% | -39.9% | +44.6% | +9.1% |
| YTD | +51.6% | -33.1% | +84.6% | +63.1% |
| 1Y | +24.4% | -49.9% | +74.3% | +25.5% |
| All | +24.4% | -51.1% | +75.5% | +25.5% |
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