+64.5%
T vs VXX
-98.9%
+163.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.9% |
| 7D | -2.4% | +7.2% | -9.6% | -1.9% |
| 30D | +4.3% | -5.8% | +10.1% | +3.8% |
| 3M | +11.6% | -29.0% | +40.6% | +8.5% |
| 6M | -5.6% | -44.0% | +38.4% | -9.9% |
| YTD | +6.6% | -28.7% | +35.2% | +4.3% |
| 1Y | -8.4% | -45.2% | +36.8% | -12.1% |
| 3Y | +107.8% | -77.8% | +185.7% | +90.3% |
| 5Y | +68.3% | -95.6% | +163.9% | +31.5% |
| All | +64.5% | -98.9% | +163.4% | +23.6% |
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 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