+91.5%
USB vs VXX
-73.8%
+165.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.7% |
| 7D | 0.0% | +14.3% | -14.3% | +3.2% |
| 30D | +5.8% | +29.9% | -24.0% | +12.2% |
| 3M | -6.0% | +8.5% | -14.5% | -3.6% |
| 6M | +7.8% | -21.8% | +29.6% | +4.1% |
| YTD | +14.6% | -17.1% | +31.7% | +14.1% |
| 1Y | +31.8% | -37.3% | +69.0% | +24.5% |
| 3Y | +91.5% | -73.2% | +164.7% | +68.5% |
| All | +91.5% | -73.8% | +165.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling