+13.3%
YUM vs VXX
-36.4%
+49.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +30.1% | -30.3% | +1.3% |
| 7D | +7.5% | +27.5% | -20.0% | +8.8% |
| 30D | +18.8% | +32.5% | -13.8% | +20.5% |
| 3M | +9.6% | +8.2% | +1.3% | +10.1% |
| 6M | +9.0% | -22.7% | +31.7% | +7.7% |
| YTD | +11.4% | -16.1% | +27.5% | +11.1% |
| 1Y | +13.3% | -34.0% | +47.4% | +12.4% |
| All | +13.3% | -36.4% | +49.7% | +12.4% |
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 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