+1,053.9%
ANET vs VXX
-99.0%
+1,152.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +4.4% |
| 7D | +3.0% | +2.0% | +1.0% | +3.7% |
| 30D | -5.2% | -7.1% | +1.9% | -6.9% |
| 3M | +27.6% | -28.6% | +56.2% | +18.0% |
| 6M | +44.4% | -44.0% | +88.4% | +27.1% |
| YTD | +52.3% | -31.7% | +84.1% | +43.6% |
| 1Y | +30.4% | -46.3% | +76.8% | +17.0% |
| 3Y | +313.3% | -78.3% | +391.5% | +258.7% |
| 5Y | +810.0% | -95.8% | +905.8% | +490.0% |
| All | +1,053.9% | -99.0% | +1,152.8% | +606.0% |
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