-95.7%
VXX vs STLA
-62.8%
-32.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -2.8% |
| 7D | +2.0% | -2.9% | +4.9% | +0.2% |
| 30D | -7.1% | +0.9% | -8.0% | -5.9% |
| 3M | -28.6% | -21.6% | -7.0% | -38.9% |
| 6M | -44.0% | -21.6% | -22.4% | -50.5% |
| YTD | -31.7% | -50.4% | +18.7% | -55.9% |
| 1Y | -46.3% | -43.6% | -2.8% | -60.4% |
| 3Y | -78.3% | -66.4% | -11.9% | -85.8% |
| All | -95.7% | -62.8% | -32.8% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling