+1,736.6%
AXON vs VXX
-99.0%
+1,835.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.6% |
| 7D | -2.5% | -3.0% | +0.5% | -3.2% |
| 30D | -11.5% | -11.5% | 0.0% | -14.0% |
| 3M | +7.3% | -27.3% | +34.6% | -0.2% |
| 6M | -11.9% | -49.6% | +37.6% | -24.1% |
| YTD | -11.0% | -32.0% | +21.0% | -16.4% |
| 1Y | -31.8% | -48.3% | +16.6% | -39.3% |
| 3Y | +135.4% | -78.9% | +214.3% | +94.8% |
| 5Y | +176.9% | -95.6% | +272.4% | +69.5% |
| All | +1,736.6% | -99.0% | +1,835.6% | +885.3% |
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