+32.4%
PWR vs VXX
-51.0%
+83.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -9.6% | -2.0% | -14.6% |
| 7D | -4.4% | -4.1% | -0.3% | -5.3% |
| 30D | -15.1% | -0.8% | -14.3% | -14.5% |
| 3M | -16.2% | -19.8% | +3.6% | -21.2% |
| 6M | -23.3% | -40.5% | +17.1% | -32.8% |
| YTD | +37.6% | -35.5% | +73.2% | +25.2% |
| 1Y | +32.4% | -51.1% | +83.5% | +8.8% |
| All | +32.4% | -51.0% | +83.4% | +8.8% |
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 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