-44.0%
VXX vs JBL
+27.4%
-71.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.0% | -9.3% | -1.9% |
| 7D | +2.0% | +2.4% | -0.4% | +3.3% |
| 30D | -7.1% | -13.1% | +6.0% | -12.5% |
| 3M | -28.6% | -15.6% | -13.0% | -32.6% |
| 6M | -44.0% | +24.6% | -68.6% | -19.3% |
| All | -44.0% | +27.4% | -71.4% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling