+32.6%
USB vs VXX
-43.4%
+75.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.4% |
| 7D | +1.4% | +0.3% | +1.2% | +2.0% |
| 30D | +6.4% | +11.4% | -5.0% | +9.1% |
| 3M | -4.5% | -6.3% | +1.9% | -4.9% |
| 6M | +11.4% | -32.5% | +43.9% | +4.9% |
| YTD | +17.1% | -28.5% | +45.6% | +13.8% |
| 1Y | +32.6% | -42.4% | +75.0% | +23.0% |
| All | +32.6% | -43.4% | +75.9% | +23.0% |
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 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