+246.3%
PSX vs VXX
-98.9%
+345.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.0% | -0.2% |
| 7D | +1.5% | +7.2% | -5.6% | +3.0% |
| 30D | +15.8% | -5.8% | +21.7% | +14.4% |
| 3M | +43.0% | -29.0% | +72.0% | +33.5% |
| 6M | +61.1% | -44.0% | +105.1% | +43.7% |
| YTD | +104.5% | -28.7% | +133.2% | +93.7% |
| 1Y | +102.5% | -45.2% | +147.7% | +82.8% |
| 3Y | +133.5% | -77.8% | +211.3% | +96.7% |
| 5Y | +367.0% | -95.6% | +462.6% | +192.6% |
| All | +246.3% | -98.9% | +345.2% | +91.6% |
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