-12.8%
SHOP vs VXX
-95.6%
+82.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | -0.1% |
| 7D | -11.2% | +2.0% | -13.2% | -10.3% |
| 30D | -14.4% | -7.1% | -7.3% | -16.7% |
| 3M | +16.6% | -28.6% | +45.2% | +1.9% |
| 6M | -0.6% | -44.0% | +43.4% | -19.8% |
| YTD | -20.0% | -31.7% | +11.7% | -27.9% |
| 1Y | -11.2% | -46.3% | +35.2% | -25.8% |
| 3Y | +99.5% | -78.3% | +177.7% | +53.1% |
| All | -12.8% | -95.6% | +82.8% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling