+52.6%
USB vs VXX
-99.0%
+151.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.1% |
| 7D | +1.4% | -3.5% | +4.9% | +0.7% |
| 30D | -1.3% | -13.6% | +12.3% | -4.4% |
| 3M | +15.2% | -24.6% | +39.8% | +8.9% |
| 6M | +18.8% | -39.9% | +58.7% | +8.3% |
| YTD | +21.0% | -33.1% | +54.1% | +13.8% |
| 1Y | +34.0% | -49.9% | +83.9% | +19.6% |
| 3Y | +95.3% | -79.1% | +174.4% | +65.5% |
| 5Y | +40.4% | -95.6% | +135.9% | -6.5% |
| All | +52.6% | -99.0% | +151.6% | -8.1% |
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