-49.9%
VXX vs STLD
+89.3%
-139.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | -0.3% |
| 7D | -3.5% | +3.1% | -6.6% | -1.8% |
| 30D | -13.6% | -9.0% | -4.6% | -18.1% |
| 3M | -24.6% | -12.4% | -12.2% | -30.7% |
| 6M | -39.9% | +25.5% | -65.4% | -22.1% |
| YTD | -33.1% | +43.6% | -76.7% | -3.4% |
| 1Y | -49.9% | +87.2% | -137.1% | -17.8% |
| All | -49.9% | +89.3% | -139.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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