+81.7%
ADSK vs VXX
-99.0%
+180.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.7% |
| 7D | -2.5% | +2.0% | -4.5% | -2.0% |
| 30D | -14.9% | -7.1% | -7.8% | -16.3% |
| 3M | +3.3% | -28.6% | +32.0% | -4.8% |
| 6M | -15.7% | -44.0% | +28.3% | -26.4% |
| YTD | -28.2% | -31.7% | +3.5% | -33.2% |
| 1Y | -34.5% | -46.3% | +11.8% | -42.0% |
| 3Y | -2.9% | -78.3% | +75.4% | -20.8% |
| 5Y | -25.3% | -95.8% | +70.5% | -56.4% |
| All | +81.7% | -99.0% | +180.7% | -3.6% |
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