+878.9%
WULF vs VXX
-78.4%
+957.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +1.3% |
| 7D | +1.4% | +2.0% | -0.6% | +2.7% |
| 30D | -2.6% | -7.1% | +4.5% | -6.0% |
| 3M | -34.0% | -28.6% | -5.3% | -44.0% |
| 6M | +10.0% | -44.0% | +54.0% | -13.9% |
| YTD | +45.7% | -31.7% | +77.4% | +31.5% |
| 1Y | +57.3% | -46.3% | +103.7% | +28.8% |
| 3Y | +878.9% | -78.3% | +957.2% | +691.0% |
| All | +878.9% | -78.4% | +957.3% | +691.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling