+45.9%
VALE vs VXX
-78.4%
+124.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -1.0% |
| 7D | -0.3% | +2.0% | -2.2% | +0.1% |
| 30D | +8.6% | -7.1% | +15.7% | +7.5% |
| 3M | +2.0% | -28.6% | +30.6% | -2.6% |
| 6M | +2.1% | -44.0% | +46.1% | -5.1% |
| YTD | +20.2% | -31.7% | +52.0% | +15.5% |
| 1Y | +55.2% | -46.3% | +101.5% | +45.4% |
| 3Y | +45.9% | -78.3% | +124.2% | +28.5% |
| All | +45.9% | -78.4% | +124.3% | +28.5% |
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