+123.8%
STX vs VXX
-51.0%
+174.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.6% | +1.5% | -12.9% |
| 7D | -20.2% | -4.1% | -16.1% | -21.4% |
| 30D | -37.2% | -0.8% | -36.4% | -36.5% |
| 3M | -34.1% | -19.8% | -14.3% | -40.2% |
| 6M | -24.5% | -40.5% | +16.0% | -39.5% |
| YTD | +102.9% | -35.5% | +138.5% | +80.0% |
| 1Y | +123.8% | -51.1% | +174.9% | +64.2% |
| All | +123.8% | -51.0% | +174.8% | +64.2% |
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