+177.8%
SE vs VXX
-78.4%
+256.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -2.4% |
| 7D | -5.2% | +2.0% | -7.2% | -4.7% |
| 30D | -17.1% | -7.1% | -10.0% | -18.5% |
| 3M | +24.0% | -28.6% | +52.6% | +14.7% |
| 6M | +21.0% | -44.0% | +65.0% | +7.2% |
| YTD | -16.7% | -31.7% | +15.0% | -21.7% |
| 1Y | -45.9% | -46.3% | +0.4% | -51.4% |
| 3Y | +177.8% | -78.3% | +256.1% | +133.6% |
| All | +177.8% | -78.4% | +256.2% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling