-78.3%
VXX vs STLA
-66.1%
-12.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -2.9% |
| 7D | +2.0% | -2.9% | +4.9% | +0.4% |
| 30D | -7.1% | +0.9% | -8.0% | -6.0% |
| 3M | -28.6% | -21.6% | -7.0% | -38.0% |
| 6M | -44.0% | -21.6% | -22.4% | -49.8% |
| YTD | -31.7% | -50.4% | +18.7% | -54.2% |
| 1Y | -46.3% | -43.6% | -2.8% | -58.9% |
| 3Y | -78.3% | -66.4% | -11.9% | -83.1% |
| All | -78.3% | -66.1% | -12.1% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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