+8.1%
W vs VXX
-99.0%
+107.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | -0.6% |
| 7D | -0.9% | +2.0% | -2.8% | 0.0% |
| 30D | -4.2% | -7.1% | +2.8% | -6.8% |
| 3M | +26.9% | -28.6% | +55.5% | +12.0% |
| 6M | +31.2% | -44.0% | +75.2% | +8.3% |
| YTD | -1.8% | -31.7% | +29.9% | -9.8% |
| 1Y | +9.3% | -46.3% | +55.7% | -7.1% |
| 3Y | +33.2% | -78.3% | +111.5% | +10.5% |
| 5Y | -62.4% | -95.8% | +33.4% | -78.7% |
| All | +8.1% | -99.0% | +107.1% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling