-29.3%
LYFT vs VXX
-43.1%
+13.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.3% | +11.4% | -5.1% |
| 7D | +0.8% | -1.2% | +2.1% | +2.1% |
| 30D | +3.3% | +11.9% | -8.6% | +8.3% |
| 3M | -4.0% | -6.4% | +2.4% | -4.2% |
| 6M | +16.8% | -32.2% | +49.0% | +7.5% |
| YTD | -13.5% | -28.1% | +14.7% | -15.7% |
| All | -29.3% | -43.1% | +13.7% | -36.6% |
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