-47.2%
VXX vs SWK
+22.8%
-70.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +0.1% |
| 7D | +1.6% | -4.6% | +6.1% | -1.6% |
| 30D | -9.5% | -9.9% | +0.4% | -15.6% |
| 3M | -27.3% | +15.4% | -42.7% | -17.4% |
| 6M | -43.3% | +25.0% | -68.3% | -29.1% |
| YTD | -30.9% | +27.2% | -58.1% | -10.7% |
| 1Y | -47.2% | +24.6% | -71.8% | -29.7% |
| All | -47.2% | +22.8% | -70.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling