+97.7%
SBUX vs VXX
-99.0%
+196.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.3% |
| 7D | -5.5% | +2.0% | -7.5% | -5.1% |
| 30D | -8.5% | -7.1% | -1.4% | -9.7% |
| 3M | -2.9% | -28.6% | +25.7% | -8.7% |
| 6M | -1.5% | -44.0% | +42.5% | -10.9% |
| YTD | +19.4% | -31.7% | +51.1% | +13.3% |
| 1Y | +22.9% | -46.3% | +69.3% | +12.3% |
| 3Y | +11.3% | -78.3% | +89.6% | -4.1% |
| 5Y | -6.9% | -95.8% | +89.0% | -37.5% |
| All | +97.7% | -99.0% | +196.7% | +16.5% |
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 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