+27.4%
O vs VXX
-78.4%
+105.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.3% |
| 7D | -2.9% | +2.0% | -4.8% | -2.8% |
| 30D | -4.5% | -7.1% | +2.6% | -4.7% |
| 3M | -2.6% | -28.6% | +26.0% | -3.7% |
| 6M | -5.6% | -44.0% | +38.4% | -7.3% |
| YTD | +9.3% | -31.7% | +41.0% | +8.3% |
| 1Y | +4.3% | -46.3% | +50.7% | +2.5% |
| 3Y | +27.4% | -78.3% | +105.7% | +21.4% |
| All | +27.4% | -78.4% | +105.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling