+27.2%
LYV vs VXX
-35.2%
+62.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.5% |
| 7D | -1.5% | +14.3% | -15.7% | +0.4% |
| 30D | +2.6% | +29.9% | -27.3% | +6.9% |
| 3M | -3.6% | +8.5% | -12.1% | -2.2% |
| 6M | +4.4% | -21.8% | +26.2% | -0.2% |
| YTD | +23.0% | -17.1% | +40.1% | +18.2% |
| 1Y | +27.2% | -37.3% | +64.5% | +16.5% |
| All | +27.2% | -35.2% | +62.4% | +16.5% |
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