+381.9%
ADI vs VXX
-99.0%
+480.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.1% | +3.7% |
| 7D | +4.6% | +2.0% | +2.6% | +5.2% |
| 30D | -1.2% | -7.1% | +5.9% | -3.0% |
| 3M | -7.8% | -28.6% | +20.8% | -15.1% |
| 6M | +19.3% | -44.0% | +63.3% | +4.5% |
| YTD | +40.9% | -31.7% | +72.7% | +32.2% |
| 1Y | +54.5% | -46.3% | +100.8% | +37.9% |
| 3Y | +123.4% | -78.3% | +201.7% | +88.4% |
| 5Y | +142.3% | -95.8% | +238.1% | +47.7% |
| All | +381.9% | -99.0% | +480.8% | +165.3% |
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