+43.3%
SHEL vs VXX
-51.0%
+94.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -1.9% |
| 7D | -3.2% | -4.1% | +0.9% | -3.0% |
| 30D | +5.5% | -0.8% | +6.3% | +5.6% |
| 3M | +14.4% | -19.8% | +34.2% | +14.6% |
| 6M | +16.2% | -40.5% | +56.7% | +16.2% |
| YTD | +42.4% | -35.5% | +78.0% | +44.5% |
| 1Y | +43.3% | -51.1% | +94.4% | +42.4% |
| All | +43.3% | -51.0% | +94.3% | +42.4% |
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