+71.5%
O vs VXX
-98.9%
+170.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -0.5% |
| 7D | -3.5% | +7.2% | -10.7% | -2.7% |
| 30D | -3.3% | -5.8% | +2.5% | -4.0% |
| 3M | -2.8% | -29.0% | +26.2% | -6.6% |
| 6M | -5.8% | -44.0% | +38.2% | -11.7% |
| YTD | +9.4% | -28.7% | +38.1% | +6.2% |
| 1Y | +5.7% | -45.2% | +50.9% | -0.2% |
| 3Y | +27.2% | -77.8% | +105.1% | +13.3% |
| 5Y | +17.2% | -95.6% | +112.8% | -14.7% |
| All | +71.5% | -98.9% | +170.4% | +8.6% |
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 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