-99.0%
VXX vs STLD
+508.3%
-607.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | -0.8% |
| 7D | -3.5% | +3.1% | -6.6% | -0.9% |
| 30D | -13.6% | -9.0% | -4.6% | -20.1% |
| 3M | -24.6% | -12.4% | -12.2% | -32.2% |
| 6M | -39.9% | +25.5% | -65.4% | -24.3% |
| YTD | -33.1% | +43.6% | -76.7% | -4.2% |
| 1Y | -49.9% | +87.2% | -137.1% | -8.2% |
| 3Y | -79.1% | +135.2% | -214.3% | -44.0% |
| 5Y | -95.6% | +290.9% | -386.4% | -77.1% |
| All | -99.0% | +508.3% | -607.3% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling