-77.3%
VXX vs STLD
+136.9%
-214.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +2.0% |
| 7D | +7.2% | -3.6% | +10.8% | +4.2% |
| 30D | -5.8% | -10.1% | +4.3% | -13.4% |
| 3M | -29.0% | -11.4% | -17.6% | -35.6% |
| 6M | -44.0% | +30.8% | -74.8% | -25.9% |
| YTD | -28.7% | +40.7% | -69.3% | +2.6% |
| 1Y | -45.2% | +80.8% | -125.9% | +1.0% |
| All | -77.3% | +136.9% | -214.2% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling