-78.3%
VXX vs SHAK
-2.6%
-75.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -2.8% |
| 7D | +2.0% | -8.3% | +10.3% | -1.8% |
| 30D | -7.1% | -12.6% | +5.5% | -12.4% |
| 3M | -28.6% | +9.1% | -37.8% | -24.6% |
| 6M | -44.0% | -31.2% | -12.7% | -51.1% |
| YTD | -31.7% | -21.6% | -10.1% | -34.8% |
| 1Y | -46.3% | -38.8% | -7.6% | -54.9% |
| 3Y | -78.3% | +0.6% | -78.9% | -74.4% |
| All | -78.3% | -2.6% | -75.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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