+737.8%
ASX vs VXX
-99.0%
+836.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -2.1% |
| 7D | +5.2% | +2.0% | +3.3% | +5.8% |
| 30D | +0.5% | -7.1% | +7.6% | -1.4% |
| 3M | +8.3% | -28.6% | +37.0% | +0.5% |
| 6M | +82.0% | -44.0% | +126.0% | +61.6% |
| YTD | +147.6% | -31.7% | +179.4% | +134.5% |
| 1Y | +258.8% | -46.3% | +305.2% | +224.3% |
| 3Y | +452.1% | -78.3% | +530.3% | +376.7% |
| 5Y | +441.7% | -95.8% | +537.6% | +251.8% |
| All | +737.8% | -99.0% | +836.8% | +391.4% |
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