-0.4%
SLB vs VXX
-77.4%
+77.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.3% |
| 7D | -2.4% | +7.2% | -9.6% | -1.3% |
| 30D | +4.9% | -5.8% | +10.7% | +4.0% |
| 3M | +1.4% | -29.0% | +30.4% | -3.5% |
| 6M | +17.6% | -44.0% | +61.6% | +8.8% |
| YTD | +48.3% | -28.7% | +77.0% | +43.5% |
| 1Y | +58.7% | -45.2% | +103.9% | +48.6% |
| All | -0.4% | -77.4% | +77.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling