+79.4%
AMZN vs VXX
-78.4%
+157.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +0.9% |
| 7D | -0.7% | +2.0% | -2.6% | -0.1% |
| 30D | -3.9% | -7.1% | +3.2% | -5.6% |
| 3M | +6.3% | -28.6% | +35.0% | -1.5% |
| 6M | +20.8% | -44.0% | +64.7% | +6.8% |
| YTD | +11.2% | -31.7% | +43.0% | +4.6% |
| 1Y | +11.7% | -46.3% | +58.0% | +0.3% |
| 3Y | +79.4% | -78.3% | +157.7% | +52.9% |
| All | +79.4% | -78.4% | +157.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling