+67.7%
T vs VXX
-99.0%
+166.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +1.6% |
| 7D | +1.5% | +2.0% | -0.5% | +1.7% |
| 30D | +7.5% | -7.1% | +14.6% | +6.8% |
| 3M | +14.8% | -28.6% | +43.5% | +11.7% |
| 6M | -1.7% | -44.0% | +42.2% | -6.2% |
| YTD | +8.7% | -31.7% | +40.4% | +6.0% |
| 1Y | -7.5% | -46.3% | +38.9% | -11.4% |
| 3Y | +110.2% | -78.3% | +188.5% | +92.3% |
| 5Y | +71.6% | -95.8% | +167.5% | +33.7% |
| All | +67.7% | -99.0% | +166.7% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling