+88.2%
ABT vs VXX
-99.0%
+187.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.9% |
| 7D | -5.9% | +2.0% | -7.9% | -5.6% |
| 30D | -8.1% | -7.1% | -1.0% | -8.9% |
| 3M | +14.5% | -28.6% | +43.2% | +10.0% |
| 6M | -6.3% | -44.0% | +37.7% | -12.1% |
| YTD | -17.1% | -31.7% | +14.6% | -19.9% |
| 1Y | -21.4% | -46.3% | +25.0% | -25.9% |
| 3Y | +5.9% | -78.3% | +84.2% | -5.6% |
| 5Y | -12.8% | -95.8% | +83.1% | -36.2% |
| All | +88.2% | -99.0% | +187.1% | +32.8% |
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