-98.9%
VXX vs STLD
+477.9%
-576.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | -0.4% |
| 7D | -14.7% | +2.9% | -17.6% | -12.2% |
| 30D | +8.9% | -5.6% | +14.4% | +6.1% |
| 3M | -4.5% | -11.7% | +7.2% | -11.7% |
| 6M | -34.0% | -2.8% | -31.2% | -33.2% |
| YTD | -29.2% | +36.4% | -65.7% | -0.5% |
| 1Y | -46.8% | +50.0% | -96.8% | -18.4% |
| 3Y | -76.2% | +122.3% | -198.6% | -38.4% |
| 5Y | -94.3% | +273.2% | -367.5% | -71.1% |
| All | -98.9% | +477.9% | -576.9% | -84.7% |
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