-42.4%
VXX vs WETO
-99.4%
+57.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.5% | +23.0% | -0.7% |
| 7D | +0.3% | -23.1% | +23.3% | +0.1% |
| 30D | +11.4% | -43.4% | +54.8% | +11.1% |
| 3M | -6.3% | -87.9% | +81.5% | -4.4% |
| 6M | -32.5% | -98.7% | +66.2% | -32.0% |
| YTD | -28.5% | -99.3% | +70.8% | -30.0% |
| 1Y | -42.4% | -99.4% | +57.1% | -44.8% |
| All | -42.4% | -99.4% | +57.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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