+45.2%
ASML vs VXX
-43.7%
+88.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -1.2% |
| 7D | +10.4% | -17.5% | +27.9% | +3.0% |
| 30D | -12.7% | +9.8% | -22.5% | -6.0% |
| 3M | -17.2% | -5.9% | -11.3% | -16.2% |
| 6M | -1.3% | -34.1% | +32.8% | -12.2% |
| YTD | +40.8% | -30.8% | +71.6% | +31.5% |
| 1Y | +45.2% | -44.4% | +89.6% | +27.0% |
| All | +45.2% | -43.7% | +88.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling