+50.5%
USB vs VXX
-99.0%
+149.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.1% |
| 7D | +2.1% | -3.0% | +5.1% | +1.4% |
| 30D | -2.3% | -11.5% | +9.2% | -4.8% |
| 3M | +13.9% | -27.3% | +41.2% | +6.7% |
| 6M | +21.6% | -49.6% | +71.2% | +6.2% |
| YTD | +19.3% | -32.0% | +51.4% | +12.6% |
| 1Y | +33.6% | -48.3% | +81.9% | +20.0% |
| 3Y | +97.7% | -78.9% | +176.6% | +68.0% |
| 5Y | +40.4% | -95.6% | +136.0% | -6.6% |
| All | +50.5% | -99.0% | +149.5% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling