+752.6%
SE vs VXX
-99.0%
+851.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -3.6% |
| 7D | -3.6% | +1.6% | -5.2% | -3.2% |
| 30D | -5.3% | -9.5% | +4.1% | -8.0% |
| 3M | +28.1% | -27.3% | +55.4% | +17.3% |
| 6M | +20.7% | -43.3% | +64.0% | +4.4% |
| YTD | -14.8% | -30.9% | +16.1% | -20.7% |
| 1Y | -43.6% | -47.2% | +3.6% | -50.8% |
| 3Y | +184.2% | -78.5% | +262.7% | +129.5% |
| 5Y | -66.3% | -95.6% | +29.3% | -80.0% |
| All | +752.6% | -99.0% | +851.6% | +365.2% |
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