+52.6%
RSP vs VXX
-78.4%
+131.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.2% |
| 7D | -1.9% | +2.0% | -3.9% | -1.6% |
| 30D | -2.8% | -7.1% | +4.3% | -3.7% |
| 3M | +2.8% | -28.6% | +31.5% | -1.6% |
| 6M | +10.2% | -44.0% | +54.2% | +2.6% |
| YTD | +13.1% | -31.7% | +44.8% | +9.0% |
| 1Y | +14.8% | -46.3% | +61.1% | +7.8% |
| 3Y | +52.6% | -78.3% | +130.9% | +36.0% |
| All | +52.6% | -78.4% | +131.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling