+12.8%
TEAM vs VXX
-51.1%
+63.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -0.4% | -3.5% | +3.0% | -0.7% |
| 30D | +67.3% | -13.6% | +80.9% | +65.3% |
| 3M | +86.8% | -24.6% | +111.4% | +82.6% |
| 6M | +146.8% | -39.9% | +186.7% | +136.9% |
| YTD | +16.9% | -33.1% | +50.0% | +16.1% |
| 1Y | +12.8% | -49.9% | +62.7% | +5.0% |
| All | +12.8% | -51.1% | +63.9% | +5.0% |
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