+69.5%
T vs VXX
-95.6%
+165.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +1.9% |
| 7D | +1.5% | +2.0% | -0.5% | +1.5% |
| 30D | +7.5% | -7.1% | +14.6% | +7.2% |
| 3M | +14.8% | -28.6% | +43.5% | +13.6% |
| 6M | -1.7% | -44.0% | +42.2% | -3.5% |
| YTD | +8.7% | -31.7% | +40.4% | +7.8% |
| 1Y | -7.5% | -46.3% | +38.9% | -9.0% |
| 3Y | +110.2% | -78.3% | +188.5% | +99.7% |
| All | +69.5% | -95.6% | +165.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling