+219.6%
ON vs VXX
-99.0%
+318.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.3% | +12.8% | +6.8% |
| 7D | +2.4% | +2.0% | +0.4% | +3.4% |
| 30D | -8.6% | -7.1% | -1.5% | -10.9% |
| 3M | -34.3% | -28.6% | -5.7% | -41.1% |
| 6M | +28.5% | -44.0% | +72.5% | +7.9% |
| YTD | +40.6% | -31.7% | +72.3% | +29.9% |
| 1Y | +55.3% | -46.3% | +101.7% | +34.3% |
| 3Y | -22.2% | -78.3% | +56.1% | -37.8% |
| 5Y | +62.4% | -95.8% | +158.2% | -16.3% |
| All | +219.6% | -99.0% | +318.6% | +45.2% |
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