-74.1%
OPEN vs VXX
-99.2%
+25.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.8% | -5.1% |
| 7D | -10.5% | +7.2% | -17.7% | -7.3% |
| 30D | -21.8% | -5.8% | -16.0% | -23.7% |
| 3M | -37.5% | -29.0% | -8.5% | -46.1% |
| 6M | -44.1% | -44.0% | -0.1% | -55.9% |
| YTD | -52.0% | -28.7% | -23.3% | -56.2% |
| 1Y | -52.2% | -45.2% | -7.0% | -59.8% |
| 3Y | -25.9% | -77.8% | +51.9% | -42.2% |
| 5Y | -85.1% | -95.6% | +10.6% | -92.7% |
| All | -74.1% | -99.2% | +25.1% | -91.8% |
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