+147.3%
MAR vs VXX
-99.0%
+246.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.7% |
| 7D | -0.5% | +2.0% | -2.5% | 0.0% |
| 30D | -5.4% | -7.1% | +1.7% | -7.0% |
| 3M | -15.5% | -28.6% | +13.1% | -21.6% |
| 6M | +3.0% | -44.0% | +46.9% | -8.6% |
| YTD | +8.5% | -31.7% | +40.3% | +2.2% |
| 1Y | +26.0% | -46.3% | +72.3% | +13.3% |
| 3Y | +68.6% | -78.3% | +146.9% | +41.2% |
| 5Y | +157.4% | -95.8% | +253.2% | +58.1% |
| All | +147.3% | -99.0% | +246.3% | +40.1% |
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 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