+121.7%
TWLO vs VXX
-46.7%
+168.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.1% |
| 30D | -7.8% | -7.1% | -0.7% | -8.8% |
| 3M | +10.0% | -28.6% | +38.7% | +4.1% |
| 6M | +79.5% | -44.0% | +123.5% | +62.1% |
| YTD | +59.8% | -31.7% | +91.6% | +56.0% |
| 1Y | +121.7% | -46.3% | +168.0% | +107.9% |
| All | +121.7% | -46.7% | +168.4% | +107.9% |
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