-99.0%
VXX vs SHAK
+41.4%
-140.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -2.7% |
| 7D | +2.0% | -8.3% | +10.3% | -2.2% |
| 30D | -7.1% | -12.6% | +5.5% | -12.9% |
| 3M | -28.6% | +9.1% | -37.8% | -24.4% |
| 6M | -44.0% | -31.2% | -12.7% | -51.5% |
| YTD | -31.7% | -21.6% | -10.1% | -35.4% |
| 1Y | -46.3% | -38.8% | -7.6% | -55.0% |
| 3Y | -78.3% | +0.6% | -78.9% | -70.7% |
| 5Y | -95.8% | -22.5% | -73.3% | -94.1% |
| All | -99.0% | +41.4% | -140.4% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling