+303.5%
AXTI vs VXX
-36.4%
+339.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +30.1% | -52.9% | +2.1% |
| 7D | -39.7% | +27.5% | -67.2% | -20.9% |
| 30D | -56.3% | +32.5% | -88.9% | -39.5% |
| 3M | -46.5% | +8.2% | -54.7% | -37.0% |
| 6M | -65.9% | -22.7% | -43.2% | -66.7% |
| YTD | +124.6% | -16.1% | +140.7% | +161.6% |
| 1Y | +303.5% | -34.0% | +337.6% | +302.4% |
| All | +303.5% | -36.4% | +339.9% | +302.4% |
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