+115.6%
ASML vs VXX
-95.7%
+211.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +3.4% |
| 7D | +6.0% | -3.0% | +9.0% | +5.0% |
| 30D | +1.4% | -11.5% | +12.8% | -2.4% |
| 3M | +1.0% | -27.3% | +28.4% | -7.4% |
| 6M | +37.0% | -49.6% | +86.6% | +14.6% |
| YTD | +65.8% | -32.0% | +97.8% | +54.4% |
| 1Y | +123.1% | -48.3% | +171.4% | +94.7% |
| 3Y | +188.2% | -78.9% | +267.0% | +136.0% |
| 5Y | +115.6% | -95.6% | +211.2% | +14.9% |
| All | +115.6% | -95.7% | +211.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling