-47.1%
OPEN vs VXX
-51.1%
+4.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +1.0% |
| 7D | -4.3% | -3.5% | -0.8% | -6.0% |
| 30D | -16.2% | -13.6% | -2.6% | -22.7% |
| 3M | -36.4% | -24.6% | -11.8% | -44.2% |
| 6M | -35.5% | -39.9% | +4.4% | -47.7% |
| YTD | -46.0% | -33.1% | -12.9% | -50.9% |
| 1Y | -47.1% | -49.9% | +2.8% | -64.9% |
| All | -47.1% | -51.1% | +4.0% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling