+791.3%
ANET vs VXX
-95.6%
+886.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +4.3% |
| 7D | +3.0% | +2.0% | +1.0% | +3.8% |
| 30D | -5.2% | -7.1% | +1.9% | -7.1% |
| 3M | +27.6% | -28.6% | +56.2% | +16.8% |
| 6M | +44.4% | -44.0% | +88.4% | +25.0% |
| YTD | +52.3% | -31.7% | +84.1% | +42.3% |
| 1Y | +30.4% | -46.3% | +76.8% | +15.2% |
| 3Y | +313.3% | -78.3% | +391.5% | +251.8% |
| All | +791.3% | -95.6% | +886.9% | +430.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling