+79.3%
ADI vs VXX
-51.0%
+130.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -6.5% |
| 7D | -5.1% | -4.1% | -1.0% | -6.1% |
| 30D | -3.1% | -0.8% | -2.3% | -2.5% |
| 3M | +7.1% | -19.8% | +26.9% | +0.7% |
| 6M | +2.9% | -40.5% | +43.4% | -10.3% |
| YTD | +51.1% | -35.5% | +86.7% | +39.3% |
| 1Y | +79.3% | -51.1% | +130.4% | +48.7% |
| All | +79.3% | -51.0% | +130.4% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling