-10.3%
ADSK vs VXX
-51.1%
+40.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -9.6% | +16.7% | +6.3% |
| 7D | +11.4% | -4.1% | +15.5% | +11.0% |
| 30D | +21.9% | -0.8% | +22.7% | +21.8% |
| 3M | +13.9% | -19.8% | +33.7% | +12.2% |
| 6M | +9.1% | -40.5% | +49.6% | +3.9% |
| YTD | -8.8% | -35.5% | +26.8% | -8.6% |
| All | -10.3% | -51.1% | +40.8% | -14.3% |
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 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