+93.1%
YUM vs VXX
-99.0%
+192.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.7% |
| 7D | -6.1% | +2.0% | -8.0% | -5.8% |
| 30D | -5.8% | -7.1% | +1.3% | -6.7% |
| 3M | -7.6% | -28.6% | +21.0% | -11.3% |
| 6M | -9.1% | -44.0% | +34.8% | -15.0% |
| YTD | -5.5% | -31.7% | +26.2% | -8.8% |
| 1Y | -3.7% | -46.3% | +42.6% | -9.4% |
| 3Y | +17.8% | -78.3% | +96.1% | +5.2% |
| 5Y | +19.3% | -95.8% | +115.1% | -12.4% |
| All | +93.1% | -99.0% | +192.1% | +33.3% |
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