+121.2%
RF vs VXX
-99.0%
+220.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.5% |
| 7D | -1.0% | +2.0% | -2.9% | -0.4% |
| 30D | -3.7% | -7.1% | +3.4% | -5.4% |
| 3M | +5.3% | -28.6% | +34.0% | -3.1% |
| 6M | +17.2% | -44.0% | +61.2% | +2.6% |
| YTD | +14.5% | -31.7% | +46.2% | +6.9% |
| 1Y | +15.9% | -46.3% | +62.3% | +3.2% |
| 3Y | +91.2% | -78.3% | +169.4% | +57.2% |
| 5Y | +90.0% | -95.8% | +185.9% | +11.3% |
| All | +121.2% | -99.0% | +220.1% | +17.6% |
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 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