-11.4%
LYB vs VXX
-99.0%
+87.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -1.9% |
| 7D | +0.3% | +2.0% | -1.7% | +0.7% |
| 30D | +2.5% | -7.1% | +9.6% | +0.8% |
| 3M | +1.4% | -28.6% | +30.0% | -6.1% |
| 6M | -3.5% | -44.0% | +40.5% | -15.6% |
| YTD | +52.0% | -31.7% | +83.7% | +41.1% |
| 1Y | +22.1% | -46.3% | +68.4% | +8.2% |
| 3Y | -22.8% | -78.3% | +55.5% | -36.8% |
| 5Y | -3.4% | -95.8% | +92.5% | -44.0% |
| All | -11.4% | -99.0% | +87.5% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling