-53.1%
TE vs VXX
-98.0%
+45.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +4.9% | -0.6% |
| 7D | +0.2% | +2.0% | -1.8% | +0.9% |
| 30D | -5.9% | -7.1% | +1.2% | -7.6% |
| 3M | -45.6% | -28.6% | -16.9% | -49.8% |
| 6M | -43.4% | -44.0% | +0.6% | -49.7% |
| YTD | -31.0% | -31.7% | +0.7% | -34.3% |
| 1Y | +145.2% | -46.3% | +191.6% | +124.5% |
| 3Y | -24.1% | -78.3% | +54.2% | -30.9% |
| 5Y | -48.1% | -95.8% | +47.7% | -60.1% |
| All | -53.1% | -98.0% | +45.0% | -64.8% |
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