+134.1%
RSP vs VXX
-99.0%
+233.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.6% |
| 7D | -1.8% | +1.6% | -3.4% | -1.5% |
| 30D | -2.5% | -9.5% | +6.9% | -4.3% |
| 3M | +3.0% | -27.3% | +30.3% | -2.5% |
| 6M | +8.9% | -43.3% | +52.2% | -0.7% |
| YTD | +13.0% | -30.9% | +43.8% | +7.8% |
| 1Y | +16.2% | -47.2% | +63.4% | +6.5% |
| 3Y | +52.7% | -78.5% | +131.2% | +31.6% |
| 5Y | +50.5% | -95.6% | +146.1% | +2.3% |
| All | +134.1% | -99.0% | +233.1% | +45.7% |
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