-51.1%
VXX vs SOLS
+37.2%
-88.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.5% | -3.1% | -11.6% |
| 7D | -4.1% | -8.8% | +4.7% | -6.7% |
| 30D | -0.8% | -0.6% | -0.2% | -0.6% |
| 3M | -19.8% | -9.0% | -10.8% | -21.7% |
| 6M | -40.5% | -28.7% | -11.8% | -45.2% |
| YTD | -35.5% | +19.2% | -54.7% | -28.2% |
| 1Y | -51.1% | +32.6% | -83.7% | -42.2% |
| All | -51.1% | +37.2% | -88.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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