+258.3%
AXP vs VXX
-99.0%
+357.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -0.8% |
| 7D | -2.1% | -17.5% | +15.4% | -6.5% |
| 30D | +2.7% | +9.8% | -7.1% | +6.8% |
| 3M | -7.3% | -5.9% | -1.4% | -7.1% |
| 6M | +1.8% | -34.1% | +35.9% | -6.1% |
| YTD | -13.1% | -30.8% | +17.8% | -16.7% |
| 1Y | -13.7% | -44.4% | +30.6% | -21.4% |
| 3Y | +113.1% | -77.0% | +190.1% | +81.8% |
| 5Y | +85.9% | -94.4% | +180.3% | +24.9% |
| All | +258.3% | -99.0% | +357.3% | +109.6% |
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