-74.2%
OPEN vs VXX
-99.2%
+25.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -2.5% |
| 7D | -11.4% | +2.0% | -13.4% | -10.4% |
| 30D | -20.1% | -7.1% | -13.0% | -22.5% |
| 3M | -37.6% | -28.6% | -9.0% | -46.1% |
| 6M | -47.1% | -44.0% | -3.1% | -58.3% |
| YTD | -52.1% | -31.7% | -20.4% | -57.3% |
| 1Y | -73.5% | -46.3% | -27.1% | -78.0% |
| 3Y | -24.4% | -78.3% | +53.9% | -41.4% |
| 5Y | -85.1% | -95.8% | +10.7% | -92.9% |
| All | -74.2% | -99.2% | +25.1% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling