+45.1%
ABNB vs VXX
-51.1%
+96.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.7% |
| 7D | -4.0% | -3.5% | -0.5% | -4.7% |
| 30D | +19.3% | -13.6% | +32.9% | +15.5% |
| 3M | +36.1% | -24.6% | +60.7% | +28.5% |
| 6M | +34.2% | -39.9% | +74.1% | +21.3% |
| YTD | +34.1% | -33.1% | +67.1% | +24.9% |
| 1Y | +45.1% | -49.9% | +95.0% | +27.2% |
| All | +45.1% | -51.1% | +96.2% | +27.2% |
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