-49.9%
VXX vs JBL
+52.3%
-102.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +1.4% |
| 7D | -3.5% | +3.0% | -6.5% | -1.9% |
| 30D | -13.6% | -8.3% | -5.3% | -17.0% |
| 3M | -24.6% | -16.9% | -7.7% | -30.0% |
| 6M | -39.9% | +21.8% | -61.6% | -24.2% |
| YTD | -33.1% | +36.3% | -69.4% | -10.2% |
| 1Y | -49.9% | +49.5% | -99.4% | -27.2% |
| All | -49.9% | +52.3% | -102.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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