+30.8%
USB vs VXX
-47.7%
+78.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.3% |
| 7D | -1.1% | +1.6% | -2.6% | -0.7% |
| 30D | -3.2% | -9.5% | +6.2% | -4.9% |
| 3M | +11.8% | -27.3% | +39.1% | +5.8% |
| 6M | +21.4% | -43.3% | +64.7% | +10.3% |
| YTD | +18.6% | -30.9% | +49.5% | +13.6% |
| 1Y | +30.8% | -47.2% | +78.0% | +19.7% |
| All | +30.8% | -47.7% | +78.5% | +19.7% |
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