-78.3%
VXX vs JBL
+195.4%
-273.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.0% | -9.3% | -0.6% |
| 7D | +2.0% | +2.4% | -0.4% | +4.0% |
| 30D | -7.1% | -13.1% | +6.0% | -15.9% |
| 3M | -28.6% | -15.6% | -13.0% | -35.8% |
| 6M | -44.0% | +24.6% | -68.6% | -28.0% |
| YTD | -31.7% | +39.6% | -71.3% | -1.2% |
| 1Y | -46.3% | +48.6% | -95.0% | -16.1% |
| 3Y | -78.3% | +197.3% | -275.5% | -25.2% |
| All | -78.3% | +195.4% | -273.7% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling