-43.3%
VXX vs STZ
-14.9%
-28.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.8% |
| 7D | +1.6% | -6.0% | +7.6% | +0.5% |
| 30D | -9.5% | -8.9% | -0.6% | -10.7% |
| 3M | -27.3% | -12.6% | -14.7% | -28.7% |
| 6M | -43.3% | -17.2% | -26.1% | -42.5% |
| All | -43.3% | -14.9% | -28.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 6mo: compounded portfolio wealth divided by compounded STZ 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…
6mo analysis · Full analysis span regression · 6 months rolling