+819.4%
ASML vs VXX
-99.0%
+918.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.7% |
| 7D | -1.0% | +2.0% | -2.9% | -0.3% |
| 30D | -6.2% | -7.1% | +0.9% | -8.2% |
| 3M | -10.5% | -28.6% | +18.2% | -18.4% |
| 6M | +22.9% | -44.0% | +66.9% | +6.2% |
| YTD | +59.5% | -31.7% | +91.2% | +49.3% |
| 1Y | +112.6% | -46.3% | +158.9% | +88.2% |
| 3Y | +177.4% | -78.3% | +255.6% | +130.2% |
| 5Y | +107.3% | -95.8% | +203.1% | +20.5% |
| All | +819.4% | -99.0% | +918.4% | +393.5% |
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 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