+931.1%
SHOP vs VXX
-99.0%
+1,030.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.2% |
| 7D | -11.2% | +2.0% | -13.2% | -10.5% |
| 30D | -14.4% | -7.1% | -7.3% | -16.4% |
| 3M | +16.6% | -28.6% | +45.2% | +4.2% |
| 6M | -0.6% | -44.0% | +43.4% | -16.8% |
| YTD | -20.0% | -31.7% | +11.7% | -26.5% |
| 1Y | -11.2% | -46.3% | +35.2% | -23.3% |
| 3Y | +99.5% | -78.3% | +177.7% | +65.7% |
| 5Y | -13.2% | -95.8% | +82.6% | -49.2% |
| All | +931.1% | -99.0% | +1,030.1% | +481.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling