+239.7%
ABBV vs VXX
-99.0%
+338.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.3% |
| 7D | +0.3% | +2.0% | -1.7% | +0.5% |
| 30D | +3.4% | -7.1% | +10.5% | +2.5% |
| 3M | +15.2% | -28.6% | +43.8% | +10.8% |
| 6M | +14.7% | -44.0% | +58.7% | +7.6% |
| YTD | +15.2% | -31.7% | +46.9% | +11.3% |
| 1Y | +20.4% | -46.3% | +66.7% | +13.5% |
| 3Y | +91.3% | -78.3% | +169.6% | +71.6% |
| 5Y | +189.6% | -95.8% | +285.4% | +113.7% |
| All | +239.7% | -99.0% | +338.7% | +144.1% |
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