+252.8%
SPOT vs VXX
-99.4%
+352.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.2% |
| 7D | -3.1% | +2.0% | -5.1% | -2.6% |
| 30D | +7.4% | -7.1% | +14.5% | +5.8% |
| 3M | +8.2% | -28.6% | +36.8% | +0.8% |
| 6M | +2.2% | -44.0% | +46.2% | -9.1% |
| YTD | -9.5% | -31.7% | +22.3% | -15.1% |
| 1Y | -23.8% | -46.3% | +22.5% | -31.8% |
| 3Y | +233.5% | -78.3% | +311.7% | +179.2% |
| 5Y | +112.2% | -95.8% | +208.0% | +34.4% |
| All | +252.8% | -99.4% | +352.3% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling