+1,756.5%
AVGO vs VXX
-99.0%
+1,855.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -1.0% |
| 7D | +1.1% | +2.0% | -0.8% | +1.8% |
| 30D | -13.0% | -7.1% | -5.9% | -14.8% |
| 3M | -6.0% | -28.6% | +22.7% | -14.2% |
| 6M | +6.4% | -44.0% | +50.4% | -8.1% |
| YTD | +5.0% | -31.7% | +36.7% | -2.3% |
| 1Y | +1.4% | -46.3% | +47.7% | -10.5% |
| 3Y | +336.8% | -78.3% | +415.1% | +270.4% |
| 5Y | +698.2% | -95.8% | +794.0% | +382.9% |
| All | +1,756.5% | -99.0% | +1,855.5% | +890.2% |
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