-25.8%
TE vs VXX
-51.0%
+25.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.6% | +6.1% | -10.9% |
| 7D | +3.8% | -4.1% | +7.9% | +1.3% |
| 30D | -26.2% | -0.8% | -25.4% | -25.0% |
| 3M | -49.7% | -19.8% | -29.9% | -56.3% |
| 6M | -46.5% | -40.5% | -6.0% | -59.5% |
| YTD | -59.1% | -35.5% | -23.6% | -62.5% |
| 1Y | -25.8% | -51.1% | +25.3% | -52.3% |
| All | -25.8% | -51.0% | +25.2% | -52.3% |
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