+15.6%
SCHW vs VXX
-46.7%
+62.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.6% |
| 7D | -1.9% | +2.0% | -3.8% | -1.6% |
| 30D | -1.6% | -7.1% | +5.5% | -2.4% |
| 3M | +21.3% | -28.6% | +49.9% | +16.6% |
| 6M | +16.5% | -44.0% | +60.5% | +8.6% |
| YTD | +8.4% | -31.7% | +40.1% | +5.9% |
| 1Y | +15.6% | -46.3% | +62.0% | +10.3% |
| All | +15.6% | -46.7% | +62.3% | +10.3% |
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