+172.0%
AXON vs VXX
-95.6%
+267.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.9% |
| 7D | -7.0% | +2.0% | -9.0% | -6.6% |
| 30D | -20.1% | -7.1% | -13.0% | -21.2% |
| 3M | +7.4% | -28.6% | +36.1% | +0.2% |
| 6M | -7.4% | -44.0% | +36.6% | -17.0% |
| YTD | -15.6% | -31.7% | +16.1% | -20.0% |
| 1Y | -36.2% | -46.3% | +10.2% | -42.0% |
| 3Y | +124.8% | -78.3% | +203.1% | +90.5% |
| All | +172.0% | -95.6% | +267.6% | +64.0% |
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