+169.3%
ADP vs VXX
-99.0%
+268.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.3% |
| 7D | -2.8% | +2.0% | -4.7% | -2.4% |
| 30D | +0.2% | -7.1% | +7.3% | -0.9% |
| 3M | +20.5% | -28.6% | +49.1% | +14.1% |
| 6M | +28.8% | -44.0% | +72.8% | +17.6% |
| YTD | +6.6% | -31.7% | +38.4% | +1.6% |
| 1Y | -6.9% | -46.3% | +39.5% | -14.3% |
| 3Y | +16.1% | -78.3% | +94.4% | -0.4% |
| 5Y | +49.3% | -95.8% | +145.2% | -1.2% |
| All | +169.3% | -99.0% | +268.2% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling