+20.1%
W vs VXX
-51.1%
+71.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.8% |
| 7D | -4.2% | -3.5% | -0.7% | -5.5% |
| 30D | -7.6% | -13.6% | +6.0% | -12.7% |
| 3M | +37.2% | -24.6% | +61.8% | +23.9% |
| 6M | +26.3% | -39.9% | +66.2% | +6.6% |
| YTD | -1.0% | -33.1% | +32.1% | -12.2% |
| 1Y | +20.1% | -49.9% | +70.0% | +2.8% |
| All | +20.1% | -51.1% | +71.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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