+164.5%
ADP vs VXX
-99.0%
+263.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.7% |
| 7D | -5.7% | +1.6% | -7.2% | -5.4% |
| 30D | -3.1% | -9.5% | +6.4% | -4.6% |
| 3M | +15.6% | -27.3% | +42.9% | +9.8% |
| 6M | +20.8% | -43.3% | +64.1% | +10.6% |
| YTD | +4.7% | -30.9% | +35.6% | 0.0% |
| 1Y | -8.3% | -47.2% | +38.9% | -15.8% |
| 3Y | +13.6% | -78.5% | +92.1% | -2.9% |
| 5Y | +45.0% | -95.6% | +140.6% | -3.0% |
| All | +164.5% | -99.0% | +263.5% | +59.7% |
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 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