+238.2%
TEAM vs VXX
-98.9%
+337.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +1.8% |
| 7D | -7.8% | +7.2% | -14.9% | -6.2% |
| 30D | +16.5% | -5.8% | +22.4% | +15.1% |
| 3M | +96.2% | -29.0% | +125.2% | +81.0% |
| 6M | +130.2% | -44.0% | +174.2% | +102.1% |
| YTD | +10.7% | -28.7% | +39.4% | +4.5% |
| 1Y | +3.0% | -45.2% | +48.2% | -7.9% |
| 3Y | -13.1% | -77.8% | +64.7% | -25.6% |
| 5Y | -52.7% | -95.6% | +42.9% | -68.7% |
| All | +238.2% | -98.9% | +337.2% | +109.6% |
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 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