+26.0%
ADBE vs VXX
-98.9%
+124.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.5% | -1.6% |
| 7D | -12.9% | +7.2% | -20.1% | -11.4% |
| 30D | -5.6% | -5.8% | +0.2% | -6.8% |
| 3M | +6.6% | -29.0% | +35.6% | -1.6% |
| 6M | -9.6% | -44.0% | +34.4% | -20.5% |
| YTD | -28.9% | -28.7% | -0.2% | -32.9% |
| 1Y | -28.9% | -45.2% | +16.2% | -36.4% |
| 3Y | -55.6% | -77.8% | +22.2% | -63.2% |
| 5Y | -62.2% | -95.6% | +33.4% | -76.9% |
| All | +26.0% | -98.9% | +124.9% | -29.9% |
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