+261.2%
AXP vs VXX
-98.9%
+360.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +1.4% |
| 7D | -0.1% | -14.7% | +14.5% | -3.7% |
| 30D | +4.4% | +8.9% | -4.4% | +8.4% |
| 3M | -6.4% | -4.5% | -1.9% | -5.9% |
| 6M | +4.2% | -34.0% | +38.1% | -3.9% |
| YTD | -12.4% | -29.2% | +16.9% | -15.6% |
| 1Y | -11.1% | -46.8% | +35.7% | -20.1% |
| 3Y | +114.9% | -76.2% | +191.1% | +84.9% |
| 5Y | +87.4% | -94.3% | +181.7% | +26.6% |
| All | +261.2% | -98.9% | +360.2% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling