+1,982.4%
AXTI vs VXX
-51.1%
+2,033.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.1% | +10.1% |
| 7D | +5.1% | -3.5% | +8.6% | +2.4% |
| 30D | -10.2% | -13.6% | +3.4% | -19.8% |
| 3M | -41.8% | -24.6% | -17.2% | -49.9% |
| 6M | +57.5% | -39.9% | +97.4% | +22.6% |
| YTD | +277.0% | -33.1% | +310.1% | +228.4% |
| 1Y | +1,982.4% | -49.9% | +2,032.3% | +1,857.6% |
| All | +1,982.4% | -51.1% | +2,033.5% | +1,857.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling