+143.6%
VLO vs VXX
-51.1%
+194.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +5.2% | -3.5% | +8.7% | +5.3% |
| 30D | +22.6% | -13.6% | +36.2% | +23.2% |
| 3M | +43.8% | -24.6% | +68.4% | +45.0% |
| 6M | +65.7% | -39.9% | +105.6% | +71.1% |
| YTD | +131.1% | -33.1% | +164.2% | +141.4% |
| 1Y | +143.6% | -49.9% | +193.5% | +147.4% |
| All | +143.6% | -51.1% | +194.7% | +147.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling