+49.0%
LYB vs VXX
-36.4%
+85.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +30.1% | -32.2% | -5.2% |
| 7D | -5.7% | +27.5% | -33.2% | -8.3% |
| 30D | +4.6% | +32.5% | -28.0% | +1.2% |
| 3M | +5.5% | +8.2% | -2.8% | +4.4% |
| 6M | -19.1% | -22.7% | +3.6% | -17.1% |
| YTD | +47.1% | -16.1% | +63.2% | +60.1% |
| 1Y | +49.0% | -34.0% | +83.0% | +56.1% |
| All | +49.0% | -36.4% | +85.4% | +56.1% |
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