-95.8%
VXX vs STLD
+290.3%
-386.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.8% |
| 7D | +1.6% | -2.8% | +4.4% | -0.4% |
| 30D | -9.5% | -10.4% | +0.9% | -15.8% |
| 3M | -27.3% | -10.6% | -16.7% | -32.4% |
| 6M | -43.3% | +32.7% | -76.0% | -28.4% |
| YTD | -30.9% | +42.8% | -73.7% | -6.5% |
| 1Y | -47.2% | +86.9% | -134.1% | -12.0% |
| 3Y | -78.5% | +143.8% | -222.3% | -50.8% |
| All | -95.8% | +290.3% | -386.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling