-61.2%
VXX vs WETO
-99.4%
+38.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -4.3% |
| 7D | +2.0% | -4.3% | +6.3% | +1.9% |
| 30D | -7.1% | -39.9% | +32.8% | -3.8% |
| 3M | -28.6% | -97.9% | +69.3% | -31.2% |
| 6M | -44.0% | -95.0% | +51.1% | -42.0% |
| YTD | -31.7% | -97.2% | +65.4% | -30.1% |
| 1Y | -46.3% | -98.9% | +52.6% | -46.0% |
| All | -61.2% | -99.4% | +38.2% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling