+43.2%
TER vs VXX
-51.0%
+94.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.6% | +2.8% | -12.9% |
| 7D | -19.9% | -4.1% | -15.8% | -21.6% |
| 30D | -43.5% | -0.8% | -42.7% | -42.9% |
| 3M | -37.8% | -19.8% | -18.0% | -44.9% |
| 6M | -25.6% | -40.5% | +14.9% | -42.6% |
| YTD | +29.8% | -35.5% | +65.4% | +8.2% |
| 1Y | +43.2% | -51.1% | +94.3% | +0.3% |
| All | +43.2% | -51.0% | +94.2% | +0.3% |
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