+114.2%
ASML vs VXX
-44.8%
+159.0%
-22.0%
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 | +2.5% | +7.2% | -4.6% | +5.3% |
| 30D | -6.2% | -5.8% | -0.4% | -8.3% |
| 3M | -2.6% | -29.0% | +26.5% | -13.4% |
| 6M | +22.4% | -44.0% | +66.4% | +2.2% |
| YTD | +58.5% | -28.7% | +87.2% | +45.3% |
| 1Y | +114.2% | -45.2% | +159.3% | +90.5% |
| All | +114.2% | -44.8% | +159.0% | +90.5% |
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 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