-99.0%
VXX vs STLA
-60.3%
-38.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +2.0% |
| 30D | -9.5% | -5.2% | -4.3% | -13.0% |
| 3M | -27.3% | -24.9% | -2.4% | -42.2% |
| 6M | -43.3% | -25.2% | -18.1% | -53.8% |
| YTD | -30.9% | -51.4% | +20.6% | -61.4% |
| 1Y | -47.2% | -40.7% | -6.5% | -63.1% |
| 3Y | -78.5% | -66.3% | -12.2% | -88.5% |
| 5Y | -95.6% | -63.2% | -32.4% | -96.9% |
| All | -99.0% | -60.3% | -38.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling