+266.3%
AXP vs VXX
-99.0%
+365.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.0% |
| 7D | -2.1% | -3.5% | +1.4% | -2.9% |
| 30D | -6.5% | -13.6% | +7.1% | -9.9% |
| 3M | +4.6% | -24.6% | +29.2% | -1.8% |
| 6M | +5.4% | -39.9% | +45.3% | -5.1% |
| YTD | -11.1% | -33.1% | +21.9% | -17.0% |
| 1Y | -0.3% | -49.9% | +49.6% | -12.3% |
| 3Y | +111.6% | -79.1% | +190.7% | +75.5% |
| 5Y | +117.6% | -95.6% | +213.1% | +36.3% |
| All | +266.3% | -99.0% | +365.3% | +108.9% |
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