-48.8%
SE vs VXX
-51.0%
+2.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.1% | +1.9% |
| 7D | +6.7% | -4.1% | +10.8% | +5.9% |
| 30D | -17.2% | -0.8% | -16.4% | -16.9% |
| 3M | -28.0% | -19.8% | -8.2% | -31.5% |
| 6M | -6.1% | -40.5% | +34.4% | -16.6% |
| YTD | -37.1% | -35.5% | -1.6% | -42.1% |
| 1Y | -48.8% | -51.1% | +2.3% | -57.3% |
| All | -48.8% | -51.0% | +2.3% | -57.3% |
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