+15.9%
ABNB vs VXX
-98.3%
+114.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -0.3% |
| 7D | -9.5% | +7.2% | -16.7% | -7.7% |
| 30D | -9.4% | -5.8% | -3.5% | -10.8% |
| 3M | +29.9% | -29.0% | +58.9% | +19.1% |
| 6M | +26.6% | -44.0% | +70.6% | +10.3% |
| YTD | +23.5% | -28.7% | +52.2% | +16.7% |
| 1Y | +35.8% | -45.2% | +81.0% | +21.1% |
| 3Y | +15.0% | -77.8% | +92.8% | -6.0% |
| 5Y | +1.5% | -95.6% | +97.1% | -42.4% |
| All | +15.9% | -98.3% | +114.2% | -41.2% |
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 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