+744.6%
ASX vs VXX
-99.0%
+843.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +6.5% |
| 7D | +6.3% | -3.0% | +9.3% | +5.4% |
| 30D | +6.4% | -11.5% | +17.9% | +3.1% |
| 3M | +13.1% | -27.3% | +40.5% | +5.6% |
| 6M | +90.3% | -49.6% | +139.9% | +64.7% |
| YTD | +149.6% | -32.0% | +181.7% | +136.0% |
| 1Y | +249.2% | -48.3% | +297.5% | +212.4% |
| 3Y | +445.9% | -78.9% | +524.8% | +367.8% |
| 5Y | +477.7% | -95.6% | +573.3% | +279.8% |
| All | +744.6% | -99.0% | +843.6% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling