+238.5%
TEAM vs VXX
-99.0%
+337.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.0% |
| 7D | -5.2% | +2.0% | -7.2% | -4.7% |
| 30D | +15.8% | -7.1% | +22.9% | +13.9% |
| 3M | +101.5% | -28.6% | +130.1% | +86.2% |
| 6M | +138.2% | -44.0% | +182.2% | +109.3% |
| YTD | +10.8% | -31.7% | +42.6% | +3.5% |
| 1Y | +1.7% | -46.3% | +48.0% | -9.5% |
| 3Y | -16.0% | -78.3% | +62.2% | -28.5% |
| 5Y | -52.7% | -95.8% | +43.1% | -69.0% |
| All | +238.5% | -99.0% | +337.5% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling