+83.1%
SPY vs VXX
-95.6%
+178.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +0.1% |
| 7D | -0.8% | +2.0% | -2.7% | -0.4% |
| 30D | -1.1% | -7.1% | +6.0% | -2.3% |
| 3M | +3.9% | -28.6% | +32.5% | -1.9% |
| 6M | +13.6% | -44.0% | +57.6% | +3.6% |
| YTD | +12.7% | -31.7% | +44.4% | +7.6% |
| 1Y | +17.5% | -46.3% | +63.9% | +8.3% |
| 3Y | +76.9% | -78.3% | +155.2% | +53.9% |
| All | +83.1% | -95.6% | +178.8% | +22.3% |
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