-7.3%
SLB vs VXX
-99.0%
+91.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.0% |
| 7D | -2.5% | +2.0% | -4.5% | -2.0% |
| 30D | +7.1% | -7.1% | +14.2% | +5.4% |
| 3M | +0.6% | -28.6% | +29.3% | -7.0% |
| 6M | +17.6% | -44.0% | +61.6% | +3.7% |
| YTD | +48.5% | -31.7% | +80.2% | +39.1% |
| 1Y | +59.4% | -46.3% | +105.7% | +42.3% |
| 3Y | -0.4% | -78.3% | +77.9% | -18.6% |
| 5Y | +133.8% | -95.8% | +229.6% | +34.1% |
| All | -7.3% | -99.0% | +91.7% | -53.2% |
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 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