+40.9%
VALE vs VXX
-95.6%
+136.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +2.0% | -28.6% | +30.6% | -3.1% |
| 6M | +2.1% | -44.0% | +46.1% | -5.8% |
| YTD | +20.2% | -31.7% | +52.0% | +15.3% |
| 1Y | +55.2% | -46.3% | +101.5% | +44.5% |
| 3Y | +45.9% | -78.3% | +124.2% | +28.3% |
| All | +40.9% | -95.6% | +136.6% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling