+88.9%
RF vs VXX
-95.3%
+184.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.9% |
| 7D | -1.6% | +7.2% | -8.8% | -0.1% |
| 30D | -4.3% | -5.8% | +1.6% | -5.5% |
| 3M | +5.9% | -29.0% | +34.9% | -1.5% |
| 6M | +14.1% | -44.0% | +58.1% | +1.8% |
| YTD | +13.8% | -28.7% | +42.5% | +8.5% |
| 1Y | +15.2% | -45.2% | +60.4% | +4.9% |
| 3Y | +90.6% | -77.8% | +168.4% | +61.5% |
| 5Y | +88.9% | -95.6% | +184.5% | +17.5% |
| All | +88.9% | -95.3% | +184.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling