+17.6%
ABNB vs VXX
-98.4%
+116.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +0.3% |
| 7D | -6.5% | +2.0% | -8.4% | -5.9% |
| 30D | -5.5% | -7.1% | +1.6% | -7.3% |
| 3M | +30.0% | -28.6% | +58.7% | +19.4% |
| 6M | +27.6% | -44.0% | +71.6% | +11.2% |
| YTD | +25.4% | -31.7% | +57.1% | +17.1% |
| 1Y | +38.3% | -46.3% | +84.7% | +22.6% |
| 3Y | +15.5% | -78.3% | +93.8% | -5.9% |
| 5Y | +3.0% | -95.8% | +98.8% | -42.2% |
| All | +17.6% | -98.4% | +116.0% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling