+260.2%
AXP vs VXX
-98.9%
+359.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | +0.5% |
| 7D | -2.8% | +7.2% | -9.9% | -1.0% |
| 30D | -5.9% | -5.8% | -0.1% | -7.2% |
| 3M | +2.6% | -29.0% | +31.7% | -5.3% |
| 6M | +6.4% | -44.0% | +50.4% | -6.4% |
| YTD | -12.6% | -28.7% | +16.1% | -17.0% |
| 1Y | +0.2% | -45.2% | +45.4% | -9.7% |
| 3Y | +110.9% | -77.8% | +188.8% | +77.7% |
| 5Y | +114.7% | -95.6% | +210.4% | +33.8% |
| All | +260.2% | -98.9% | +359.2% | +108.8% |
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