+122.8%
SCHW vs VXX
-99.0%
+221.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -1.0% |
| 7D | -1.9% | +2.0% | -3.8% | -1.4% |
| 30D | -1.6% | -7.1% | +5.5% | -3.1% |
| 3M | +21.3% | -28.6% | +49.9% | +13.0% |
| 6M | +16.5% | -44.0% | +60.5% | +3.7% |
| YTD | +8.4% | -31.7% | +40.1% | +2.1% |
| 1Y | +15.6% | -46.3% | +62.0% | +4.3% |
| 3Y | +86.8% | -78.3% | +165.1% | +56.4% |
| 5Y | +60.5% | -95.8% | +156.3% | +0.7% |
| All | +122.8% | -99.0% | +221.8% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling