+48.3%
USB vs VXX
-98.9%
+147.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +1.4% |
| 7D | +2.6% | -14.7% | +17.3% | -0.6% |
| 30D | +8.4% | +8.9% | -0.5% | +11.9% |
| 3M | -5.5% | -4.5% | -1.0% | -5.1% |
| 6M | +17.7% | -34.0% | +51.7% | +9.7% |
| YTD | +17.6% | -29.2% | +46.8% | +13.5% |
| 1Y | +33.9% | -46.8% | +80.7% | +21.7% |
| 3Y | +103.8% | -76.2% | +180.1% | +78.1% |
| 5Y | +25.6% | -94.3% | +119.8% | -10.8% |
| All | +48.3% | -98.9% | +147.2% | -8.3% |
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 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