+133.5%
ASML vs VXX
-76.8%
+210.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | -2.9% | +0.3% | -3.1% | -0.8% |
| 30D | -15.2% | +11.4% | -26.6% | -9.9% |
| 3M | -12.9% | -6.3% | -6.6% | -11.9% |
| 6M | -5.0% | -32.5% | +27.5% | -11.4% |
| YTD | +41.8% | -28.5% | +70.3% | +38.5% |
| 1Y | +46.0% | -42.4% | +88.4% | +35.3% |
| 3Y | +133.5% | -76.3% | +209.7% | +129.9% |
| All | +133.5% | -76.8% | +210.3% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling