+22.9%
SBUX vs VXX
-46.7%
+69.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.9% |
| 7D | -5.5% | +2.0% | -7.5% | -5.3% |
| 30D | -8.5% | -7.1% | -1.4% | -9.1% |
| 3M | -2.9% | -28.6% | +25.7% | -6.3% |
| 6M | -1.5% | -44.0% | +42.5% | -8.1% |
| YTD | +19.4% | -31.7% | +51.1% | +13.9% |
| 1Y | +22.9% | -46.3% | +69.3% | +14.9% |
| All | +22.9% | -46.7% | +69.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling