+111.1%
AXP vs VXX
-78.1%
+189.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -0.9% |
| 7D | -2.5% | +1.6% | -4.0% | -2.1% |
| 30D | -5.0% | -9.5% | +4.4% | -7.1% |
| 3M | +1.4% | -27.3% | +28.6% | -5.1% |
| 6M | +6.0% | -43.3% | +49.3% | -5.1% |
| YTD | -12.3% | -30.9% | +18.6% | -16.8% |
| 1Y | +0.3% | -47.2% | +47.4% | -9.3% |
| All | +111.1% | -78.1% | +189.2% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling