-42.1%
VXX vs WETO
-99.3%
+57.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -22.4% | +9.0% | -13.6% |
| 7D | -1.2% | -11.9% | +10.7% | -1.3% |
| 30D | +11.9% | -26.0% | +38.0% | +11.9% |
| 3M | -6.4% | -84.2% | +77.8% | -4.2% |
| 6M | -32.2% | -98.3% | +66.1% | -31.5% |
| YTD | -28.1% | -99.1% | +70.9% | -29.5% |
| All | -42.1% | -99.3% | +57.2% | -44.4% |
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