+64.3%
TWLO vs VXX
-51.0%
+115.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -2.1% |
| 7D | -15.9% | -4.1% | -11.8% | -16.0% |
| 30D | -29.0% | -0.8% | -28.2% | -28.5% |
| 3M | +10.0% | -19.8% | +29.8% | +8.0% |
| 6M | +12.6% | -40.5% | +53.1% | +5.9% |
| YTD | +50.1% | -35.5% | +85.6% | +48.5% |
| 1Y | +64.3% | -51.1% | +115.4% | +46.8% |
| All | +64.3% | -51.0% | +115.3% | +46.8% |
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 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