+63.6%
SLB vs VXX
-51.1%
+114.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.3% |
| 7D | +0.8% | -3.5% | +4.3% | +0.3% |
| 30D | +15.8% | -13.6% | +29.4% | +13.4% |
| 3M | -0.3% | -24.6% | +24.2% | -4.0% |
| 6M | +21.3% | -39.9% | +61.2% | +14.3% |
| YTD | +52.3% | -33.1% | +85.4% | +46.4% |
| 1Y | +63.6% | -49.9% | +113.5% | +52.2% |
| All | +63.6% | -51.1% | +114.7% | +52.2% |
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 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