-22.2%
ON vs VXX
-78.4%
+56.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.3% | +12.8% | +7.0% |
| 7D | +2.4% | +2.0% | +0.4% | +3.3% |
| 30D | -8.6% | -7.1% | -1.5% | -10.7% |
| 3M | -34.3% | -28.6% | -5.7% | -40.5% |
| 6M | +28.5% | -44.0% | +72.5% | +9.8% |
| YTD | +40.6% | -31.7% | +72.3% | +30.6% |
| 1Y | +55.3% | -46.3% | +101.7% | +36.3% |
| 3Y | -22.2% | -78.3% | +56.1% | -26.0% |
| All | -22.2% | -78.4% | +56.2% | -26.0% |
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