-12.4%
AXON vs VXX
-49.3%
+37.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -2.5% |
| 7D | -3.3% | +1.6% | -4.9% | -2.8% |
| 30D | -17.8% | -9.5% | -8.4% | -20.0% |
| 3M | +8.3% | -27.3% | +35.6% | -1.6% |
| 6M | -12.4% | -43.3% | +31.0% | -25.6% |
| All | -12.4% | -49.3% | +37.0% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling