+710.5%
ASML vs VXX
-98.9%
+809.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.6% |
| 7D | +4.9% | -14.7% | +19.6% | +0.5% |
| 30D | -9.3% | +8.9% | -18.2% | -4.1% |
| 3M | -19.0% | -4.5% | -14.4% | -17.5% |
| 6M | -5.2% | -34.0% | +28.8% | -12.5% |
| YTD | +40.6% | -29.2% | +69.9% | +37.3% |
| 1Y | +47.5% | -46.8% | +94.3% | +32.8% |
| 3Y | +133.9% | -76.2% | +210.1% | +102.2% |
| 5Y | +83.8% | -94.3% | +178.0% | +20.0% |
| All | +710.5% | -98.9% | +809.4% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling