+2,194.6%
STX vs VXX
-99.0%
+2,293.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -1.6% |
| 7D | +9.6% | +1.6% | +8.0% | +10.0% |
| 30D | +10.6% | -9.5% | +20.1% | +8.1% |
| 3M | +4.8% | -27.3% | +32.1% | -1.8% |
| 6M | +137.3% | -43.3% | +180.6% | +113.0% |
| YTD | +222.5% | -30.9% | +253.4% | +208.0% |
| 1Y | +366.2% | -47.2% | +413.4% | +325.0% |
| 3Y | +1,352.9% | -78.5% | +1,431.4% | +1,160.0% |
| 5Y | +1,077.4% | -95.6% | +1,173.1% | +691.2% |
| All | +2,194.6% | -99.0% | +2,293.6% | +1,357.9% |
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