+6.9%
W vs VXX
-98.9%
+105.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -1.4% |
| 7D | +0.5% | +7.2% | -6.7% | +3.4% |
| 30D | -5.6% | -5.8% | +0.3% | -7.6% |
| 3M | +41.9% | -29.0% | +70.9% | +25.2% |
| 6M | +30.2% | -44.0% | +74.2% | +7.4% |
| YTD | -2.9% | -28.7% | +25.7% | -9.3% |
| 1Y | +11.6% | -45.2% | +56.8% | -4.4% |
| 3Y | +37.0% | -77.8% | +114.8% | +14.6% |
| 5Y | -62.8% | -95.6% | +32.8% | -78.6% |
| All | +6.9% | -98.9% | +105.8% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling