+47.7%
USB vs VXX
-98.9%
+146.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.4% |
| 7D | +1.4% | +0.3% | +1.2% | +2.6% |
| 30D | +6.4% | +11.4% | -5.0% | +10.4% |
| 3M | -4.5% | -6.3% | +1.9% | -4.5% |
| 6M | +11.4% | -32.5% | +43.9% | +4.3% |
| YTD | +17.1% | -28.5% | +45.6% | +13.3% |
| 1Y | +32.6% | -42.4% | +75.0% | +22.7% |
| 3Y | +101.8% | -76.3% | +178.1% | +76.2% |
| 5Y | +25.1% | -94.5% | +119.6% | -12.1% |
| All | +47.7% | -98.9% | +146.6% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling