+365.4%
STX vs VXX
-51.1%
+416.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.6% |
| 7D | +2.4% | -3.5% | +5.8% | +0.8% |
| 30D | +1.4% | -13.6% | +15.0% | -4.8% |
| 3M | -8.2% | -24.6% | +16.4% | -17.2% |
| 6M | +127.0% | -39.9% | +166.9% | +91.7% |
| YTD | +209.1% | -33.1% | +242.2% | +173.9% |
| 1Y | +365.4% | -49.9% | +415.3% | +304.2% |
| All | +365.4% | -51.1% | +416.5% | +304.2% |
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