+31.4%
ACN vs VXX
-99.0%
+130.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.7% | +2.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.1% |
| 30D | +2.1% | -7.1% | +9.2% | +0.8% |
| 3M | +11.1% | -28.6% | +39.7% | +4.3% |
| 6M | -6.8% | -44.0% | +37.1% | -15.9% |
| YTD | -30.0% | -31.7% | +1.7% | -33.6% |
| 1Y | -23.1% | -46.3% | +23.2% | -29.7% |
| 3Y | -40.4% | -78.3% | +37.9% | -49.3% |
| 5Y | -41.6% | -95.8% | +54.3% | -61.9% |
| All | +31.4% | -99.0% | +130.3% | -21.8% |
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