-95.6%
VXX vs SWK
-38.5%
-57.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | -0.6% |
| 7D | -3.0% | +0.1% | -3.1% | -2.8% |
| 30D | -11.5% | -8.9% | -2.5% | -17.5% |
| 3M | -27.3% | +20.5% | -47.8% | -14.3% |
| 6M | -49.6% | +27.1% | -76.7% | -36.2% |
| YTD | -32.0% | +30.2% | -62.2% | -10.9% |
| 1Y | -48.3% | +24.8% | -73.1% | -32.8% |
| 3Y | -78.9% | +16.3% | -95.2% | -66.3% |
| 5Y | -95.6% | -40.1% | -55.5% | -96.3% |
| All | -95.6% | -38.5% | -57.1% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling