+150.8%
WULF vs VXX
-99.0%
+249.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +2.5% |
| 7D | +1.4% | +2.0% | -0.6% | +2.1% |
| 30D | -2.6% | -7.1% | +4.5% | -4.3% |
| 3M | -34.0% | -28.6% | -5.3% | -39.0% |
| 6M | +10.0% | -44.0% | +54.0% | -2.1% |
| YTD | +45.7% | -31.7% | +77.4% | +39.4% |
| 1Y | +57.3% | -46.3% | +103.7% | +44.1% |
| 3Y | +878.9% | -78.3% | +957.2% | +821.5% |
| 5Y | -28.3% | -95.8% | +67.5% | -41.7% |
| All | +150.8% | -99.0% | +249.8% | +104.4% |
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