+123.3%
RF vs VXX
-99.0%
+222.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | +0.1% |
| 7D | +1.3% | -3.5% | +4.8% | +0.4% |
| 30D | -3.6% | -13.6% | +10.0% | -7.2% |
| 3M | +8.1% | -24.6% | +32.7% | +1.0% |
| 6M | +11.5% | -39.9% | +51.3% | -0.2% |
| YTD | +15.6% | -33.1% | +48.6% | +7.4% |
| 1Y | +15.7% | -49.9% | +65.6% | +1.0% |
| 3Y | +86.9% | -79.1% | +166.0% | +52.0% |
| 5Y | +89.8% | -95.6% | +185.4% | +13.3% |
| All | +123.3% | -99.0% | +222.3% | +18.1% |
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