+98.7%
SHEL vs VXX
-99.0%
+197.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.1% |
| 7D | +4.1% | +2.0% | +2.1% | +4.5% |
| 30D | +8.4% | -7.1% | +15.5% | +7.0% |
| 3M | +13.7% | -28.6% | +42.3% | +7.2% |
| 6M | +12.7% | -44.0% | +56.7% | +2.2% |
| YTD | +35.3% | -31.7% | +67.0% | +28.3% |
| 1Y | +39.4% | -46.3% | +85.7% | +27.4% |
| 3Y | +71.5% | -78.3% | +149.7% | +45.0% |
| 5Y | +195.0% | -95.8% | +290.8% | +86.5% |
| All | +98.7% | -99.0% | +197.7% | +9.9% |
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