+148.6%
TE vs VXX
-51.1%
+199.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.7% |
| 7D | -4.0% | -3.5% | -0.5% | -6.1% |
| 30D | -15.9% | -13.6% | -2.3% | -23.4% |
| 3M | -60.5% | -24.6% | -36.0% | -65.6% |
| 6M | -35.2% | -39.9% | +4.7% | -46.2% |
| YTD | -31.1% | -33.1% | +1.9% | -37.9% |
| 1Y | +148.6% | -49.9% | +198.6% | +108.5% |
| All | +148.6% | -51.1% | +199.8% | +108.5% |
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