+325.3%
STX vs VXX
-46.7%
+372.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -5.6% |
| 7D | -2.3% | +2.0% | -4.2% | -1.4% |
| 30D | -5.5% | -7.1% | +1.6% | -8.4% |
| 3M | -4.3% | -28.6% | +24.3% | -16.0% |
| 6M | +115.6% | -44.0% | +159.6% | +76.3% |
| YTD | +202.2% | -31.7% | +233.9% | +170.0% |
| 1Y | +325.3% | -46.3% | +371.6% | +265.2% |
| All | +325.3% | -46.7% | +372.0% | +265.2% |
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