+762.6%
TER vs VXX
-98.9%
+861.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -2.4% |
| 7D | +9.4% | +7.2% | +2.2% | +12.0% |
| 30D | -2.4% | -5.8% | +3.4% | -4.3% |
| 3M | +6.5% | -29.0% | +35.6% | -3.3% |
| 6M | +23.2% | -44.0% | +67.2% | +6.4% |
| YTD | +91.5% | -28.7% | +120.2% | +83.1% |
| 1Y | +214.8% | -45.2% | +260.0% | +183.2% |
| 3Y | +275.3% | -77.8% | +353.2% | +219.7% |
| 5Y | +211.9% | -95.6% | +307.5% | +85.8% |
| All | +762.6% | -98.9% | +861.6% | +377.8% |
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