+155.1%
SCHD vs VXX
-99.0%
+254.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.3% |
| 7D | -2.0% | +2.0% | -3.9% | -1.6% |
| 30D | -0.4% | -7.1% | +6.7% | -1.5% |
| 3M | +5.7% | -28.6% | +34.4% | +0.7% |
| 6M | +11.9% | -44.0% | +55.9% | +3.3% |
| YTD | +26.4% | -31.7% | +58.2% | +21.2% |
| 1Y | +27.6% | -46.3% | +74.0% | +18.6% |
| 3Y | +54.9% | -78.3% | +133.2% | +36.1% |
| 5Y | +60.9% | -95.8% | +156.8% | +13.3% |
| All | +155.1% | -99.0% | +254.1% | +68.9% |
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 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